CmsCouponPricer Class Reference

#include <ql/cashflows/couponpricer.hpp>

Inheritance diagram for CmsCouponPricer:

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List of all members.

Detailed Description

base pricer for vanilla CMS coupons


Public Member Functions

 CmsCouponPricer (const Handle< SwaptionVolatilityStructure > &swaptionVol)
Handle< SwaptionVolatilityStructureswaptionVolatility () const
void setSwaptionVolatility (const Handle< SwaptionVolatilityStructure > &swaptionVol)