VanillaCMSCouponPricer Class Reference

#include <ql/CashFlows/cmscoupon.hpp>

Inheritance diagram for VanillaCMSCouponPricer:

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List of all members.

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