couponpricer.cpp File Reference

#include <ql/cashflows/capflooredcoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/digitalcmscoupon.hpp>
#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/cashflows/digitaliborcoupon.hpp>
#include <ql/cashflows/rangeaccrual.hpp>
#include <ql/cashflows/subperiodcoupon.hpp>
#include <ql/experimental/coupons/cmsspreadcoupon.hpp>
#include <ql/experimental/coupons/digitalcmsspreadcoupon.hpp>
#include <ql/pricingengines/blackformula.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/optional.hpp>
#include <utility>

Go to the source code of this file.

Namespaces
namespace	QuantLib

Functions
void	setCouponPricer (const Leg &leg, const ext::shared_ptr< FloatingRateCouponPricer > &pricer)
void	setCouponPricers (const Leg &leg, const std::vector< ext::shared_ptr< FloatingRateCouponPricer > > &pricers)
void	setCouponPricers (const Leg &leg, const ext::shared_ptr< FloatingRateCouponPricer > &p1, const ext::shared_ptr< FloatingRateCouponPricer > &p2)
void	setCouponPricers (const Leg &leg, const ext::shared_ptr< FloatingRateCouponPricer > &p1, const ext::shared_ptr< FloatingRateCouponPricer > &p2, const ext::shared_ptr< FloatingRateCouponPricer > &p3)
void	setCouponPricers (const Leg &leg, const ext::shared_ptr< FloatingRateCouponPricer > &p1, const ext::shared_ptr< FloatingRateCouponPricer > &p2, const ext::shared_ptr< FloatingRateCouponPricer > &p3, const ext::shared_ptr< FloatingRateCouponPricer > &p4)

Variable Documentation

pricer_

ext::shared_ptr<FloatingRateCouponPricer> pricer_

private

Definition at line 258 of file couponpricer.cpp.