couponpricer.hpp File Reference

Coupon pricers. More...

Include dependency graph for couponpricer.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...
 

Namespaces

 QuantLib
 

Functions

void setCouponPricer (const Leg &leg, const boost::shared_ptr< FloatingRateCouponPricer > &)
 
void setCouponPricers (const Leg &leg, const std::vector< boost::shared_ptr< FloatingRateCouponPricer > > &)
 

Detailed Description

Coupon pricers.