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| DurationAdjustedCmsCouponTsrPricer (const Handle< SwaptionVolatilityStructure > &swaptionVol, const boost::shared_ptr< AnnuityMappingBuilder > &annuityMappingBuilder, const Real lowerIntegrationBound=-0.3, const Real upperIntegrationBound=0.3, const boost::shared_ptr< Integrator > &integrator=boost::shared_ptr< Integrator >()) |
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Real | swapletPrice () const override |
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Rate | swapletRate () const override |
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Real | capletPrice (Rate effectiveCap) const override |
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Rate | capletRate (Rate effectiveCap) const override |
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Real | floorletPrice (Rate effectiveFloor) const override |
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Rate | floorletRate (Rate effectiveFloor) const override |
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