Inheritance diagram for CompoundingRatePricer:

Collaboration diagram for CompoundingRatePricer:

Public Member Functions
Real	swapletRate () const override

Public Member Functions inherited from SubPeriodsPricer
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

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 ()

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator

Protected Attributes inherited from SubPeriodsPricer
const SubPeriodsCoupon *	coupon_

std::vector< Real >	subPeriodFixings_

Detailed Description

Definition at line 115 of file subperiodcoupon.hpp.

Member Function Documentation

Real swapletRate ( ) const

overridevirtual

Definition at line 144 of file subperiodcoupon.cpp.

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