IborCouponPricer Class Reference

#include <ql/cashflows/couponpricer.hpp>

Inheritance diagram for IborCouponPricer:

List of all members.


Detailed Description

base pricer for capped/floored Ibor coupons

Public Member Functions

 IborCouponPricer (const Handle< OptionletVolatilityStructure > &capletVol)
Handle
< OptionletVolatilityStructure
capletVolatility () const
void setCapletVolatility (const Handle< OptionletVolatilityStructure > &capletVol)