Reference manual - version qle_version
Pricer for equity margin coupons. More...
#include <qle/cashflows/equitymargincouponpricer.hpp>
Inheritance diagram for EquityMarginCouponPricer:Public Member Functions | |
Interface | |
| virtual Rate | rate () const |
| virtual void | initialize (const EquityMarginCoupon &coupon) |
Observer interface | |
| const EquityMarginCoupon * | coupon_ |
| Real | marginFactor_ |
| InterestRate | fixedRate_ |
| boost::shared_ptr< EquityIndex2 > | equityCurve_ |
| boost::shared_ptr< FxIndex > | fxIndex_ |
| bool | isTotalReturn_ |
| Real | dividendFactor_ |
| Real | initialPrice_ |
| virtual void | update () override |
Pricer for equity margin coupons.
