QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Public Member Functions | List of all members
CompoundingRatePricer Class Reference

#include <ql/cashflows/subperiodcoupon.hpp>

+ 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 &)
 
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 ()
 

Additional Inherited Members

- Public Types inherited from Observer
typedef set_type::iterator iterator
 
- Protected Attributes inherited from SubPeriodsPricer
const SubPeriodsCouponcoupon_
 
std::vector< RealsubPeriodFixings_
 

Detailed Description

Definition at line 115 of file subperiodcoupon.hpp.

Member Function Documentation

◆ swapletRate()

Real swapletRate ( ) const
overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 144 of file subperiodcoupon.cpp.

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