conundrumpricer (3) - Linux Manuals

conundrumpricer: CMS-coupon pricer.

NAME

ql/cashflows/conundrumpricer.hpp - CMS-coupon pricer.

SYNOPSIS

#include <ql/cashflows/couponpricer.hpp>
#include <ql/instruments/payoffs.hpp>

Classes

class HaganPricer
CMS-coupon pricer.
class NumericHaganPricer
CMS-coupon pricer.
class AnalyticHaganPricer
CMS-coupon pricer.

Functions

std::ostream & operator<< (std::ostream &out, GFunctionFactory::YieldCurveModel type)

Detailed Description

CMS-coupon pricer.

Author

Generated automatically by Doxygen for QuantLib from the source code.