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.