QuantLib_CmsCouponPricer (3) - Linux Manuals

QuantLib_CmsCouponPricer: base pricer for vanilla CMS coupons

Command to display QuantLib_CmsCouponPricer manual in Linux: $ man 3 QuantLib_CmsCouponPricer

NAME

QuantLib::CmsCouponPricer - base pricer for vanilla CMS coupons

SYNOPSIS

#include <ql/cashflows/couponpricer.hpp>

Inherits QuantLib::FloatingRateCouponPricer.

Inherited by HaganPricer.

Public Member Functions

CmsCouponPricer (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >())

Handle< SwaptionVolatilityStructure > swaptionVolatility () const

void setSwaptionVolatility (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >())

Detailed Description

base pricer for vanilla CMS coupons

Author

Generated automatically by Doxygen for QuantLib from the source code.