QuantLib_IborCouponPricer

Langue: en

Autres versions - même langue

Version: 151461 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::IborCouponPricer - base pricer for capped/floored Ibor coupons

SYNOPSIS


#include <ql/cashflows/couponpricer.hpp>

Inherits QuantLib::FloatingRateCouponPricer.

Inherited by BlackIborCouponPricer.

Public Member Functions


IborCouponPricer (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >())

Handle< OptionletVolatilityStructure > capletVolatility () const

void setCapletVolatility (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >())

Detailed Description

base pricer for capped/floored Ibor coupons

Author

Generated automatically by Doxygen for QuantLib from the source code.