cmscouponpricer(3)

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

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