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

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

QuantLib Version 1.8.1 Fri Sep 23 2016