QuantLib: CmsSpreadCouponPricer Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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Public Member Functions | List of all members
CmsSpreadCouponPricer Class Reference

base pricer for vanilla CMS spread coupons More...

`#include <ql/experimental/coupons/cmsspreadcoupon.hpp>`

Inheritance diagram for CmsSpreadCouponPricer:
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## Public Member Functions
| CmsSpreadCouponPricer (const Handle< Quote > &correlation=Handle< Quote >())
Handle< Quote > | correlation () const
void | setCorrelation (const Handle< Quote > &correlation=Handle< Quote >())
Public Member Functions inherited from FloatingRateCouponPricer
virtual Real | swapletPrice () const =0
virtual Rate | swapletRate () const =0
virtual Real | capletPrice (Rate effectiveCap) const =0
virtual Rate | capletRate (Rate effectiveCap) const =0
virtual Real | floorletPrice (Rate effectiveFloor) const =0
virtual Rate | floorletRate (Rate effectiveFloor) const =0
virtual void | initialize (const FloatingRateCoupon &coupon)=0
void | update ()
Public Member Functions inherited from Observer
| Observer (const Observer &)
Observer & | operator= (const Observer &)
std::pair< std::set< boost::shared_ptr< Observable > >::iterator, bool > | registerWith (const boost::shared_ptr< Observable > &)
void | registerWithObservables (const boost::shared_ptr< Observer > &)
Size | unregisterWith (const boost::shared_ptr< Observable > &)
void | unregisterWithAll ()
Public Member Functions inherited from Observable
| Observable (const Observable &)
Observable & | operator= (const Observable &)
void | notifyObservers ()

## Detailed Description

base pricer for vanilla CMS spread coupons