- QuantLib
- IborCouponPricer
 
base pricer for capped/floored Ibor coupons More...
#include <ql/cashflows/couponpricer.hpp>

| Public Member Functions | |
| IborCouponPricer (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) | |
| Handle < OptionletVolatilityStructure > | capletVolatility () const | 
| void | setCapletVolatility (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) | 
base pricer for capped/floored Ibor coupons