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

Detailed Description
base pricer for vanilla CMS coupons
Public Member Functions | |
CmsCouponPricer (const Handle< SwaptionVolatilityStructure > &swaptionVol) | |
Handle< SwaptionVolatilityStructure > | swaptionVolatility () const |
void | setSwaptionVolatility (const Handle< SwaptionVolatilityStructure > &swaptionVol) |