CompoudAveragedOvernightIndexedCouponPricer pricer. More...

Inheritance diagram for CompoundingOvernightIndexedCouponPricer:

Collaboration diagram for CompoundingOvernightIndexedCouponPricer:

FloatingRateCoupon interface
const OvernightIndexedCoupon *	coupon_ = nullptr

void	initialize (const FloatingRateCoupon &coupon) override

Rate	swapletRate () const override

Real	swapletPrice () const override

Real	capletPrice (Rate) const override

Rate	capletRate (Rate) const override

Real	floorletPrice (Rate) const override

Rate	floorletRate (Rate) const override

Rate	averageRate (const Date &date) const

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

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 ()=default

	Observable (const Observable &)

Observable &	operator= (const Observable &)

	Observable (Observable &&)=delete

Observable &	operator= (Observable &&)=delete

virtual	~Observable ()=default

void	notifyObservers ()