couponpricer.hpp

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/*
 Copyright (C) 2016 Quaternion Risk Management Ltd
 All rights reserved.
 
 This file is part of ORE, a free-software/open-source library
 for transparent pricing and risk analysis - http://opensourcerisk.org
 
 ORE is free software: you can redistribute it and/or modify it
 under the terms of the Modified BSD License.  You should have received a
 copy of the license along with this program.
 The license is also available online at <http://opensourcerisk.org>
 
 This program is distributed on the basis that it will form a useful
 contribution to risk analytics and model standardisation, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
 FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
*/
 
/*! \file qle/cashflows/couponpricer.hpp
    \brief Utility functions for setting coupon pricers on legs
    \ingroup cashflows
*/
 
#ifndef quantext_coupon_pricer_hpp
#define quantext_coupon_pricer_hpp
 
#include <ql/shared_ptr.hpp>
 
#include <ql/cashflows/couponpricer.hpp>
 
namespace QuantExt {
using namespace QuantLib;
/*! \addtogroup cashflows
    @{
*/
//! Set Coupon Pricer
void setCouponPricer(const Leg& leg, const QuantLib::ext::shared_ptr<FloatingRateCouponPricer>&);
//! Set Coupon Pricers
void setCouponPricers(const Leg& leg, const std::vector<QuantLib::ext::shared_ptr<FloatingRateCouponPricer> >&);
 
// @}
} // namespace QuantExt
 
#endif