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Sourcecode: quantlib version File versions

couponpricer.hpp File Reference


Detailed Description

Coupon pricers.

Definition in file couponpricer.hpp.

#include <ql/capvolstructures.hpp>
#include <ql/swaptionvolstructure.hpp>
#include <ql/cashflow.hpp>
#include <ql/option.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::BlackIborCouponPricer
 Black-formula pricer for capped/floored Ibor coupons. More...
class  QuantLib::CmsCouponPricer
 base pricer for vanilla CMS coupons More...
class  QuantLib::FloatingRateCouponPricer
 generic pricer for floating-rate coupons More...
class  QuantLib::IborCouponPricer
 base pricer for capped/floored Ibor coupons More...

Functions

void QuantLib::setCouponPricer (const Leg &leg, const boost::shared_ptr< FloatingRateCouponPricer > &pricer)
void QuantLib::setCouponPricers (const Leg &leg, const std::vector< boost::shared_ptr< FloatingRateCouponPricer > > &pricers)


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