QuantLib_FloatingRateCouponPricer man page
FloatingRateCouponPricer — generic pricer for floating-rate coupons
Inherits Observer, and Observable.
Inherited by ArithmeticAveragedOvernightIndexedCouponPricer, CmsCouponPricer, CmsSpreadCouponPricer, IborCouponPricer, RangeAccrualPricer, and SubPeriodsPricer.
Public Member Functions
virtual Real swapletPrice () const =0
virtual Rate swapletRate () const =0
virtual Real capletPrice (Rate effectiveCap) const =0
virtual Rate capletRate (Rate effectiveCap) const =0
virtual Real floorletPrice (Rate effectiveFloor) const =0
virtual Rate floorletRate (Rate effectiveFloor) const =0
virtual void initialize (const FloatingRateCoupon &coupon)=0
void update ()
Additional Inherited Members
generic pricer for floating-rate coupons
Member Function Documentation
void update () [virtual]
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
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