QuantLib_FloatingRateCouponPricer (3) - Linux Man Pages

QuantLib_FloatingRateCouponPricer: generic pricer for floating-rate coupons

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

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

Generated automatically by Doxygen for QuantLib from the source code.