Reference manual - version qle_version
Base pricer for vanilla CMB coupons. More...
#include <qle/cashflows/cmbcoupon.hpp>
Inheritance diagram for CmbCouponPricer:Public Member Functions | |
| 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 |
Base pricer for vanilla CMB coupons.
