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

Detailed Description
base pricer for capped/floored Ibor couponsPublic Member Functions | |
IborCouponPricer (const Handle< OptionletVolatilityStructure > &capletVol) | |
Handle < OptionletVolatilityStructure > | capletVolatility () const |
void | setCapletVolatility (const Handle< OptionletVolatilityStructure > &capletVol) |