BRL CDI coupon pricer.
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#include <qle/cashflows/brlcdicouponpricer.hpp>
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virtual QuantLib::Rate | swapletRate () const override |
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virtual void | initialize (const QuantLib::FloatingRateCoupon &coupon) override |
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virtual QuantLib::Real | swapletPrice () const override |
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virtual QuantLib::Real | capletPrice (QuantLib::Rate effectiveCap) const override |
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virtual QuantLib::Rate | capletRate (QuantLib::Rate effectiveCap) const override |
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virtual QuantLib::Real | floorletPrice (QuantLib::Rate effectiveFloor) const override |
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virtual QuantLib::Rate | floorletRate (QuantLib::Rate effectiveFloor) const override |
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