QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | List of all members
CmsSpreadCouponPricer Class Reference

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

+ Inheritance diagram for CmsSpreadCouponPricer:

Public Member Functions

 CmsSpreadCouponPricer (const Handle< Quote > &correlation=Handle< Quote >())
 
Handle< Quotecorrelation () 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 &)
 
Observeroperator= (const Observer &)
 
std::pair< iterator, bool > registerWith (const boost::shared_ptr< Observable > &)
 
void registerWithObservables (const boost::shared_ptr< Observer > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 
virtual void deepUpdate ()
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 

Additional Inherited Members

- Public Types inherited from Observer
typedef std::set< boost::shared_ptr< Observable > > set_type
 
typedef set_type::iterator iterator
 

Detailed Description

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