- QuantLib
- FloatingRateCouponPricer
 
generic pricer for floating-rate coupons More...
#include <ql/cashflows/couponpricer.hpp>

| Public Member Functions | |
| required interface | |
| virtual Real | swapletPrice () const =0 | 
| virtual Rate | swapletRate () const =0 | 
| virtual Real | capletPrice (Rate effectiveCap) const =0 | 
| virtual Rate | capletRate (Rate effectiveCap) const =0 | 
| virtual Real | floorletPrice (Rate effectiveFloor) const =0 | 
| virtual Rate | floorletRate (Rate effectiveFloor) const =0 | 
| virtual void | initialize (const FloatingRateCoupon &coupon)=0 | 
| Observer interface | |
| void | update () | 
generic pricer for floating-rate coupons