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 > > &) |