capped floored overnight indexed coupon pricer base class More...
#include <qle/cashflows/overnightindexedcoupon.hpp>
Protected Attributes | |
Handle< OptionletVolatilityStructure > | capletVol_ |
bool | effectiveVolatilityInput_ |
Real | effectiveCapletVolatility_ |
Real | effectiveFloorletVolatility_ |
capped floored overnight indexed coupon pricer base class