- QuantLib
- AnalyticHaganPricer
 
CMS-coupon pricer. More...
#include <ql/cashflows/conundrumpricer.hpp>

| Public Member Functions | |
| AnalyticHaganPricer (const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion) | |
| Protected Member Functions | |
| Real | optionletPrice (Option::Type optionType, Real strike) const | 
| Real | swapletPrice () const | 
CMS-coupon pricer.