- QuantLib
- CmsCouponPricer
 
base pricer for vanilla CMS coupons More...
#include <ql/cashflows/couponpricer.hpp>

| Public Member Functions | |
| CmsCouponPricer (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) | |
| Handle < SwaptionVolatilityStructure > | swaptionVolatility () const | 
| void | setSwaptionVolatility (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) | 
base pricer for vanilla CMS coupons