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QuantLib_FloatingRateCouponPricer
Langue: en
Version: 165095 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::FloatingRateCouponPricer - generic pricer for floating-rate couponsSYNOPSIS
#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
Member Function Documentation
void update () [virtual]
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.
Author
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