Rechercher une page de manuel
QuantLib_CmsCouponPricer
Langue: en
Version: 377233 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::CmsCouponPricer -base pricer for vanilla CMS coupons
SYNOPSIS
#include <ql/cashflows/couponpricer.hpp>
Inherits QuantLib::FloatingRateCouponPricer.
Inherited by HaganPricer.
Public Member Functions
CmsCouponPricer (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >())
Handle< SwaptionVolatilityStructure > swaptionVolatility () const
void setSwaptionVolatility (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >())
Detailed Description
base pricer for vanilla CMS coupons
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre