base pricer for capped/floored Ibor coupons More...
#include <ql/cashflows/couponpricer.hpp>
Inheritance diagram for IborCouponPricer:Public Member Functions | |
| IborCouponPricer (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) | |
| Handle< OptionletVolatilityStructure > | capletVolatility () const |
| void | setCapletVolatility (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) |
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< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
| void | registerWithObservables (const ext::shared_ptr< Observer > &) |
| Size | unregisterWith (const ext::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
| virtual void | deepUpdate () |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Additional Inherited Members | |
Public Types inherited from Observer | |
| typedef boost::unordered_set< ext::shared_ptr< Observable > > | set_type |
| typedef set_type::iterator | iterator |
base pricer for capped/floored Ibor coupons