QuantLib_FloatingRateCouponPricer

Langue: en

Autres versions - même langue

Version: 380181 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::FloatingRateCouponPricer -

generic pricer for floating-rate coupons

SYNOPSIS


#include <ql/cashflows/couponpricer.hpp>

Inherits QuantLib::Observer, and QuantLib::Observable.

Inherited by CmsCouponPricer, IborCouponPricer, RangeAccrualPricer, and SubPeriodsPricer.

Public Member Functions

required interface

 


virtual Real swapletPrice () const =0

virtual Rate swapletRate () const =0

virtual Real capletPrice (Rate effectiveCap) const =0

virtual Rate capletRate (Rate effectiveCap) const =0

virtual Real floorletPrice (Rate effectiveFloor) const =0

virtual Rate floorletRate (Rate effectiveFloor) const =0

virtual void initialize (const FloatingRateCoupon &coupon)=0

Observer interface

 


void update ()

Detailed Description

generic pricer for floating-rate coupons

Author

Generated automatically by Doxygen for QuantLib from the source code.