CmsCouponPricer (3) - Linux Manuals

CmsCouponPricer: base pricer for vanilla CMS coupons

NAME

QuantLib::CmsCouponPricer - base pricer for vanilla CMS coupons

SYNOPSIS


#include <ql/cashflows/couponpricer.hpp>

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

Generated automatically by Doxygen for QuantLib from the source code.