IborCouponPricer Class Reference

base pricer for capped/floored Ibor coupons More...

#include <ql/cashflows/couponpricer.hpp>

Inheritance diagram for IborCouponPricer:

List of all members.

Public Member Functions

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


Detailed Description

base pricer for capped/floored Ibor coupons