CmsSpreadCouponPricer Class Reference

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#include <ql/experimental/coupons/cmsspreadcoupon.hpp>

Inheritance diagram for CmsSpreadCouponPricer:

Public Member Functions
	CmsSpreadCouponPricer (Handle< Quote > correlation=Handle< Quote >())
Handle< Quote >	correlation () const
void	setCorrelation (const Handle< Quote > &correlation=Handle< Quote >())
Public Member Functions inherited from FloatingRateCouponPricer
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 () override
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
void	notifyObservers ()

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator

Detailed Description

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