Public Member Functions | |
CappedFlooredAverageBMACoupon (const ext::shared_ptr< AverageBMACoupon > &underlying, Real cap=Null< Real >(), Real floor=Null< Real >(), bool nakedOption=false, bool includeSpread=false) | |
Observer interface | |
void | deepUpdate () override |
LazyObject interface | |
void | performCalculations () const override |
void | alwaysForwardNotifications () override |
Coupon interface | |
Rate | rate () const override |
Rate | convexityAdjustment () const override |
FloatingRateCoupon interface | |
Date | fixingDate () const override |
Rate | cap () const |
cap | |
Rate | floor () const |
floor | |
Rate | effectiveCap () const |
effective cap of fixing | |
Rate | effectiveFloor () const |
effective floor of fixing | |
Real | effectiveCapletVolatility () const |
effective caplet volatility | |
Real | effectiveFloorletVolatility () const |
effective floorlet volatility | |