IborCouponPricer Class Reference

#include <ql/cashflows/couponpricer.hpp>

Inheritance diagram for IborCouponPricer:

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List of all members.

Detailed Description

base pricer for capped/floored Ibor coupons


Public Member Functions

 IborCouponPricer (const Handle< CapletVolatilityStructure > &capletVol)
Handle< CapletVolatilityStructurecapletVolatility () const
void setCapletVolatility (const Handle< CapletVolatilityStructure > &capletVol)