VanillaCMSCouponPricer Class Reference
#include <ql/CashFlows/cmscoupon.hpp>
Inheritance diagram for VanillaCMSCouponPricer:

Detailed Description
pricer for vanilla CMS coupons
Public Member Functions | |
virtual Real | price () const=0 |
virtual Real | rate () const=0 |
virtual void | initialize (const CMSCoupon &coupon)=0 |