QuantLib_CmsSpreadCouponPricer man page

CmsSpreadCouponPricer — base pricer for vanilla CMS spread coupons  

Synopsis

#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

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages CmsSpreadCouponPricer(3) and setCorrelation(3) are aliases of QuantLib_CmsSpreadCouponPricer(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib