QuantLib_IborCouponPricer man page

IborCouponPricer — base pricer for capped/floored Ibor coupons  

Synopsis

#include <ql/cashflows/couponpricer.hpp>

Inherits FloatingRateCouponPricer.

Inherited by BlackIborCouponPricer.

Public Member Functions

IborCouponPricer (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >())
Handle< OptionletVolatilityStructure > capletVolatility () const
void setCapletVolatility (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >())

Additional Inherited Members

Detailed Description

base pricer for capped/floored Ibor coupons

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man page IborCouponPricer(3) is an alias of QuantLib_IborCouponPricer(3).

Fri Sep 1 2017 Version 1.10.1 QuantLib