QuantLib_CmsCouponPricer man page

CmsCouponPricer — base pricer for vanilla CMS coupons  


#include <ql/cashflows/couponpricer.hpp>

Inherits FloatingRateCouponPricer.

Inherited by HaganPricer, and LinearTsrPricer.

Public Member Functions

CmsCouponPricer (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >())
Handle< SwaptionVolatilityStructure > swaptionVolatility () const
void setSwaptionVolatility (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >())

Additional Inherited Members

Detailed Description

base pricer for vanilla CMS coupons


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages CmsCouponPricer(3), setSwaptionVolatility(3) and swaptionVolatility(3) are aliases of QuantLib_CmsCouponPricer(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib