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couponpricer.hpp File Reference

Coupon pricers. More...

#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>
#include <ql/cashflow.hpp>
#include <ql/option.hpp>
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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...


namespace  QuantLib


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)

Detailed Description

Coupon pricers.

Definition in file couponpricer.hpp.

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