ql/cashflows/couponpricer.hpp File Reference


Detailed Description

Coupon pricers.

#include <ql/capvolstructures.hpp>
#include <ql/swaptionvolstructure.hpp>
#include <ql/cashflow.hpp>
#include <ql/option.hpp>

Include dependency graph for couponpricer.hpp:


Namespaces

namespace  QuantLib

Classes

class  FloatingRateCouponPricer
 generic pricer for floating-rate coupons More...
class  IborCouponPricer
 base pricer for capped/floored Ibor coupons More...
class  BlackIborCouponPricer
 Black-formula pricer for capped/floored Ibor coupons. More...
class  CmsCouponPricer
 base pricer for vanilla CMS coupons More...

Functions

void setCouponPricer (const Leg &leg, const boost::shared_ptr< FloatingRateCouponPricer > &)
void setCouponPricers (const Leg &leg, const std::vector< boost::shared_ptr< FloatingRateCouponPricer > > &)