IborCouponPricer Class Reference
#include <ql/cashflows/couponpricer.hpp>
Inheritance diagram for IborCouponPricer:

Detailed Description
base pricer for capped/floored Ibor coupons
Public Member Functions | |
IborCouponPricer (const Handle< CapletVolatilityStructure > &capletVol) | |
Handle< CapletVolatilityStructure > | capletVolatility () const |
void | setCapletVolatility (const Handle< CapletVolatilityStructure > &capletVol) |