QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | Protected Attributes | List of all members
SubPeriodsPricer Class Reference

#include <subperiodcoupon.hpp>

+ Inheritance diagram for SubPeriodsPricer:
+ Collaboration diagram for SubPeriodsPricer:

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 &)
 
Observeroperator= (const Observer &)
 
virtual ~Observer ()
 
std::pair< iterator, boolregisterWith (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 &)
 
Observableoperator= (const Observable &)
 
 Observable (Observable &&)=delete
 
Observableoperator= (Observable &&)=delete
 
virtual ~Observable ()=default
 
void notifyObservers ()
 

Protected Attributes

const SubPeriodsCouponcoupon_
 
std::vector< RealsubPeriodFixings_
 

Additional Inherited Members

- Public Types inherited from Observer
typedef set_type::iterator iterator
 

Detailed Description

Definition at line 96 of file subperiodcoupon.hpp.

Member Function Documentation

◆ swapletPrice()

Real swapletPrice ( ) const
overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 110 of file subperiodcoupon.cpp.

◆ capletPrice()

Real capletPrice ( Rate  effectiveCap) const
overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 114 of file subperiodcoupon.cpp.

◆ capletRate()

Rate capletRate ( Rate  effectiveCap) const
overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 118 of file subperiodcoupon.cpp.

◆ floorletPrice()

Real floorletPrice ( Rate  effectiveFloor) const
overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 122 of file subperiodcoupon.cpp.

◆ floorletRate()

Rate floorletRate ( Rate  effectiveFloor) const
overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 126 of file subperiodcoupon.cpp.

◆ initialize()

void initialize ( const FloatingRateCoupon coupon)
overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 89 of file subperiodcoupon.cpp.

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Member Data Documentation

◆ coupon_

const SubPeriodsCoupon* coupon_
protected

Definition at line 106 of file subperiodcoupon.hpp.

◆ subPeriodFixings_

std::vector<Real> subPeriodFixings_
protected

Definition at line 107 of file subperiodcoupon.hpp.