couponpricer.hpp File Reference

Coupon pricers. More...

#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/cashflow.hpp>
#include <ql/option.hpp>

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
namespace	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.