QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <subperiodcoupon.hpp>
Public Member Functions | |
Rate | swapletPrice () const override |
Real | capletPrice (Rate effectiveCap) const override |
Rate | capletRate (Rate effectiveCap) const override |
Real | floorletPrice (Rate effectiveFloor) const override |
Rate | floorletRate (Rate effectiveFloor) const override |
void | initialize (const FloatingRateCoupon &coupon) override |
Public Member Functions inherited from FloatingRateCouponPricer | |
~FloatingRateCouponPricer () override=default | |
virtual Rate | swapletRate () const =0 |
void | update () override |
Public Member Functions inherited from Observer | |
Observer ()=default | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
virtual | ~Observer () |
std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
void | registerWithObservables (const ext::shared_ptr< Observer > &) |
Size | unregisterWith (const ext::shared_ptr< Observable > &) |
void | unregisterWithAll () |
virtual void | update ()=0 |
virtual void | deepUpdate () |
Public Member Functions inherited from Observable | |
Observable () | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
Observable (Observable &&)=delete | |
Observable & | operator= (Observable &&)=delete |
virtual | ~Observable ()=default |
void | notifyObservers () |
Protected Attributes | |
const SubPeriodsCoupon * | coupon_ |
std::vector< Real > | subPeriodFixings_ |
Additional Inherited Members | |
Public Types inherited from Observer | |
typedef set_type::iterator | iterator |
Definition at line 96 of file subperiodcoupon.hpp.
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overridevirtual |
Implements FloatingRateCouponPricer.
Definition at line 110 of file subperiodcoupon.cpp.
Implements FloatingRateCouponPricer.
Definition at line 114 of file subperiodcoupon.cpp.
Implements FloatingRateCouponPricer.
Definition at line 118 of file subperiodcoupon.cpp.
Implements FloatingRateCouponPricer.
Definition at line 122 of file subperiodcoupon.cpp.
Implements FloatingRateCouponPricer.
Definition at line 126 of file subperiodcoupon.cpp.
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overridevirtual |
Implements FloatingRateCouponPricer.
Definition at line 89 of file subperiodcoupon.cpp.
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protected |
Definition at line 106 of file subperiodcoupon.hpp.
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protected |
Definition at line 107 of file subperiodcoupon.hpp.