QuantLib_CmsSpreadCouponPricer man page

CmsSpreadCouponPricer — base pricer for vanilla CMS spread coupons


#include <ql/experimental/coupons/cmsspreadcoupon.hpp>

Inherits FloatingRateCouponPricer.

Inherited by LognormalCmsSpreadPricer.

Public Member Functions

CmsSpreadCouponPricer (const Handle< Quote > &correlation=Handle< Quote >())

Handle< Quote > correlation () const

void setCorrelation (const Handle< Quote > &correlation=Handle< Quote >())

Additional Inherited Members

Detailed Description

base pricer for vanilla CMS spread coupons


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

CmsSpreadCouponPricer(3) and setCorrelation(3) are aliases of QuantLib_CmsSpreadCouponPricer(3).

QuantLib Version 1.8.1 Fri Sep 23 2016