QuantLib_FloatingRateCouponPricer (3) - Linux Man Pages
QuantLib_FloatingRateCouponPricer: generic pricer for floating-rate coupons
QuantLib::FloatingRateCouponPricer - generic pricer for floating-rate coupons
Inherits QuantLib::Observer, and QuantLib::Observable.
Inherited by CmsCouponPricer, IborCouponPricer, RangeAccrualPricer, and SubPeriodsPricer.
Public Member Functions
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
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.
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