CmsCouponPricer Class Reference

#include <ql/cashflows/couponpricer.hpp>

Inheritance diagram for CmsCouponPricer:

List of all members.


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)