FloatingRateCouponPricer Class Reference

#include <ql/cashflows/couponpricer.hpp>

Inheritance diagram for FloatingRateCouponPricer:

Inheritance graph
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List of all members.

Detailed Description

generic pricer for floating-rate coupons


Public Member Functions

required interface
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
Observer interface
void update ()


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.

Implements Observer.