|
void | initialize (const FloatingRateCoupon &coupon) override |
|
Real | swapletPrice () const override |
|
Rate | swapletRate () const override |
|
Real | capletPrice (Rate effectiveCap) const override |
|
Rate | capletRate (Rate effectiveCap) const override |
|
Real | floorletPrice (Rate effectiveFloor) const override |
|
Rate | floorletRate (Rate effectiveFloor) const override |
|
| CapFlooredAverageBMACouponPricer (const Handle< OptionletVolatilityStructure > &v, const bool effectiveVolatilityInput=false) |
|
| CapFlooredAverageBMACouponPricer (const Handle< OptionletVolatilityStructure > &v, const bool effectiveVolatilityInput=false) |
|
Handle< OptionletVolatilityStructure > | capletVolatility () const |
|
bool | effectiveVolatilityInput () const |
|
Real | effectiveCapletVolatility () const |
|
Real | effectiveFloorletVolatility () const |
|