CmsCouponPricer Class Reference

base pricer for vanilla CMS coupons More...

#include <ql/cashflows/couponpricer.hpp>

Inheritance diagram for CmsCouponPricer:

List of all members.

Public Member Functions

 CmsCouponPricer (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >())
Handle
< SwaptionVolatilityStructure
swaptionVolatility () const
void setSwaptionVolatility (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >())


Detailed Description

base pricer for vanilla CMS coupons