CompoundingOvernightIndexedCouponPricer Class Reference

CompoudAveragedOvernightIndexedCouponPricer pricer. More...

#include <ql/cashflows/overnightindexedcouponpricer.hpp>

Inheritance diagram for CompoundingOvernightIndexedCouponPricer:

FloatingRateCoupon interface
const OvernightIndexedCoupon *	coupon_ = nullptr
void	initialize (const FloatingRateCoupon &coupon) override
Rate	swapletRate () const override
Real	swapletPrice () const override
Real	capletPrice (Rate) const override
Rate	capletRate (Rate) const override
Real	floorletPrice (Rate) const override
Rate	floorletRate (Rate) const override
Rate	averageRate (const Date &date) const

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
Public Member Functions inherited from FloatingRateCouponPricer
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 ()

Detailed Description

CompoudAveragedOvernightIndexedCouponPricer pricer.

Member Function Documentation

initialize()

void initialize ( const FloatingRateCoupon & coupon )

overridevirtual

Implements FloatingRateCouponPricer.

swapletRate()

Rate swapletRate ( ) const

overridevirtual

Implements FloatingRateCouponPricer.

swapletPrice()

Real swapletPrice ( ) const

overridevirtual

Implements FloatingRateCouponPricer.

capletPrice()

Real capletPrice ( Rate ) const

overridevirtual

Implements FloatingRateCouponPricer.

capletRate()

Rate capletRate ( Rate ) const

overridevirtual

Implements FloatingRateCouponPricer.

floorletPrice()

Real floorletPrice ( Rate ) const

overridevirtual

Implements FloatingRateCouponPricer.

floorletRate()

Rate floorletRate ( Rate ) const

overridevirtual

Implements FloatingRateCouponPricer.