couponpricer.hpp File Reference

Coupon pricers. More...

#include <ql/cashflow.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/option.hpp>
#include <ql/optional.hpp>
#include <ql/quotes/simplequote.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	FloatingRateCouponPricer
	generic pricer for floating-rate coupons More...
class	IborCouponPricer
	base pricer for capped/floored Ibor coupons More...
class	BlackIborCouponPricer
class	CmsCouponPricer
	base pricer for vanilla CMS coupons More...
class	MeanRevertingPricer

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)

Detailed Description

Coupon pricers.

Definition in file couponpricer.hpp.