boost::shared_ptr<BlackCapFloorEngine> MustCapFloor::setEngineQuantLibBalckFT(){

	CurveData cData;
	// Fill out with some sample market data
	cData.sampleMktData(cData);

	// Build a curve linked to this market data
	boost::shared_ptr<YieldTermStructure> ocurve = (cData.buildCurve(cData));

	// Link the curve to the term structure
	this->forwardingTermStructure.linkTo(ocurve);
	//Date today(6, October, 2014);
	Settings::instance().evaluationDate() = today;

	//Date todaysDate = Date(8, Apr, 2015);
	//capletsVolatilies = buildCurveOptionletAtmVol(cVol);
	//capletsVolatilies = buildOptionletSurfaceVol(cVol);
	//capletsVolatilies = buildOptionletCurveVol(cVol);

	cVol.termStructure.linkTo(ocurve);
	capletsVolatilies = (cVol.buildFlatCurveVol(cVol));

	//capVol->enableExtrapolation();
	return boost::shared_ptr<BlackCapFloorEngine>(new
		BlackCapFloorEngine(forwardingTermStructure, capletsVolatilies));
}
boost::shared_ptr<AnalyticCapFloorEngine> MustCapFloor::setEngineQuantLibLMM(){
	CurveData cData;
	// Fill out with some sample market data
	cData.sampleMktData(cData);
	//Date today(10, October, 2014);
	//Settings::instance().evaluationDate() = today;
	// Build a curve linked to this market data
	boost::shared_ptr<YieldTermStructure> ocurve = (cData.buildCurve(cData));

	// Link the curve to the term structure
	boost::shared_ptr<IborIndex> index = boost::shared_ptr<IborIndex>(new Euribor6M(forwardingTermStructure));
	Date todaysDate =
		myIndex->fixingCalendar().adjust(today);
	Settings::instance().evaluationDate() = todaysDate;

	this->forwardingTermStructure.linkTo(ocurve);

	

	const Size size = floatingLeg.size();
	boost::shared_ptr<LiborForwardModelProcess> process(
		new LiborForwardModelProcess(size, myIndex));

	//// set-up the model
	///*	const Real a = 0.02;
	//const Real b = 0.12;
	//const Real c = 0.1;
	//const Real d = 0.01;*/

	const Real a = 0.025;
	const Real b = 0.12;
	const Real c = 0.1;
	const Real d = 0.01;

	boost::shared_ptr<LmVolatilityModel> volaModel(
		new LmLinearExponentialVolatilityModel(process->fixingTimes(), a, b, c, d));

	boost::shared_ptr<LmCorrelationModel> corrModel(
		new LmLinearExponentialCorrelationModel(size, 0.1, 0.1));

	boost::shared_ptr<LiborForwardModel> liborModel(
		new LiborForwardModel(process, volaModel, corrModel));

return	boost::shared_ptr<AnalyticCapFloorEngine> (
		new AnalyticCapFloorEngine(liborModel, forwardingTermStructure));
}