conundrumpricer.hpp

Langue: en

Autres versions - même langue

Version: 373806 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/cashflows/conundrumpricer.hpp -

CMS-coupon pricer.

SYNOPSIS


#include <ql/cashflows/couponpricer.hpp>
#include <ql/instruments/payoffs.hpp>

Classes


class HaganPricer
CMS-coupon pricer.
class NumericHaganPricer
CMS-coupon pricer.
class AnalyticHaganPricer
CMS-coupon pricer.

Functions


std::ostream & operator<< (std::ostream &out, GFunctionFactory::YieldCurveModel type)

Detailed Description

CMS-coupon pricer.

Author

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