Coupon pricers. More...
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>#include <ql/indexes/iborindex.hpp>#include <ql/cashflow.hpp>#include <ql/option.hpp>
Classes | |
| class | FloatingRateCouponPricer |
| generic pricer for floating-rate coupons More... | |
| class | IborCouponPricer |
| base pricer for capped/floored Ibor coupons More... | |
| class | BlackIborCouponPricer |
| Black-formula pricer for capped/floored Ibor coupons. More... | |
| class | CmsCouponPricer |
| base pricer for vanilla CMS coupons More... | |
Functions | |
| void | setCouponPricer (const Leg &leg, const boost::shared_ptr< FloatingRateCouponPricer > &) |
| void | setCouponPricers (const Leg &leg, const std::vector< boost::shared_ptr< FloatingRateCouponPricer > > &) |
Coupon pricers.