swaptionVolatility (3) Linux Manual Page

QuantLib::CmsCouponPricer – base pricer for vanilla CMS coupons

Synopsis

CmsCouponPricer (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >())



Handle< SwaptionVolatilityStructure > swaptionVolatility () const



void setSwaptionVolatility (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >())

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

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