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

Detailed Description
generic pricer for floating-rate coupons
Public Member Functions | |
required interface | |
virtual Real | swapletPrice () const=0 |
virtual Rate | swapletRate () const=0 |
virtual Real | capletPrice (Rate effectiveCap) const=0 |
virtual Rate | capletRate (Rate effectiveCap) const=0 |
virtual Real | floorletPrice (Rate effectiveFloor) const =0 |
virtual Rate | floorletRate (Rate effectiveFloor) const =0 |
virtual void | initialize (const FloatingRateCoupon &coupon)=0 |
Observer interface | |
void | update () |
Member Function Documentation
void update | ( | ) | [virtual] |
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.