setCapletVolatility (3) - Linux Manuals

setCapletVolatility: base pricer for capped/floored Ibor coupons

NAME

QuantLib::IborCouponPricer - base pricer for capped/floored Ibor coupons

SYNOPSIS

#include <ql/cashflows/couponpricer.hpp>

Inherits QuantLib::FloatingRateCouponPricer.

Inherited by BlackIborCouponPricer.

Public Member Functions

IborCouponPricer (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >())

Handle< OptionletVolatilityStructure > capletVolatility () const

void setCapletVolatility (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >())

Detailed Description

base pricer for capped/floored Ibor coupons

Author

Generated automatically by Doxygen for QuantLib from the source code.