conundrumpricer (3) Linux Manual Page

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

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