CapFlooredAverageBMACouponPricer Class Reference

capped floored averaged indexed coupon pricer base class More...

#include <qle/cashflows/cappedflooredaveragebmacoupon.hpp>

Inheritance diagram for CapFlooredAverageBMACouponPricer:

Public Member Functions
	CapFlooredAverageBMACouponPricer (const Handle< OptionletVolatilityStructure > &v, const bool effectiveVolatilityInput=false)
Handle< OptionletVolatilityStructure >	capletVolatility () const
bool	effectiveVolatilityInput () const
Real	effectiveCapletVolatility () const
Real	effectiveFloorletVolatility () const

Protected Attributes
Handle< OptionletVolatilityStructure >	capletVol_
bool	effectiveVolatilityInput_
Real	effectiveCapletVolatility_
Real	effectiveFloorletVolatility_

Detailed Description

capped floored averaged indexed coupon pricer base class