EquityCouponPricer Class Reference

Pricer for equity coupons. More...

#include <qle/cashflows/equitycouponpricer.hpp>

Inheritance diagram for EquityCouponPricer:

Classes
struct	AdditionalResultCache

Public Member Functions
Interface
virtual Rate	swapletRate ()
virtual void	initialize (const EquityCoupon &coupon)
const AdditionalResultCache &	additionalResultCache () const

Observer interface
const EquityCoupon *	coupon_
boost::shared_ptr< QuantExt::EquityIndex2 >	equityCurve_
boost::shared_ptr< FxIndex >	fxIndex_
EquityReturnType	returnType_
Real	dividendFactor_
AdditionalResultCache	additionalResultCache_
virtual void	update () override

Detailed Description

Pricer for equity coupons.