base pricer for vanilla CMS spread coupons More...
#include <ql/experimental/coupons/cmsspreadcoupon.hpp>
Public Member Functions | |
CmsSpreadCouponPricer (const Handle< Quote > &correlation=Handle< Quote >()) | |
Handle< Quote > | correlation () const |
void | setCorrelation (const Handle< Quote > &correlation=Handle< Quote >()) |
![]() | |
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 |
void | update () |
![]() | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
void | registerWithObservables (const boost::shared_ptr< Observer > &) |
Size | unregisterWith (const boost::shared_ptr< Observable > &) |
void | unregisterWithAll () |
![]() | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
Additional Inherited Members | |
![]() | |
typedef std::set< boost::shared_ptr< Observable > > | set_type |
typedef set_type::iterator | iterator |
base pricer for vanilla CMS spread coupons