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

IborCouponPricer(3) is an alias of QuantLib_IborCouponPricer(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib