MultipleResetsPricer Class Reference

#include <multipleresetscoupon.hpp>

Inheritance diagram for MultipleResetsPricer:

Collaboration diagram for MultipleResetsPricer:

Public Member Functions
Rate	swapletPrice () const override
Real	capletPrice (Rate effectiveCap) const override
Rate	capletRate (Rate effectiveCap) const override
Real	floorletPrice (Rate effectiveFloor) const override
Rate	floorletRate (Rate effectiveFloor) const override
void	initialize (const FloatingRateCoupon &coupon) override
Public Member Functions inherited from FloatingRateCouponPricer
	~FloatingRateCouponPricer () override=default
virtual Rate	swapletRate () const =0
void	update () override
Public Member Functions inherited from Observer
	Observer ()=default
	Observer (const Observer &)
Observer &	operator= (const Observer &)
virtual	~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	update ()=0
virtual void	deepUpdate ()
Public Member Functions inherited from Observable
	Observable ()=default
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
virtual	~Observable ()=default
void	notifyObservers ()

Protected Attributes
const MultipleResetsCoupon *	coupon_
std::vector< Real >	subPeriodFixings_

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

Detailed Description

Definition at line 121 of file multipleresetscoupon.hpp.

Member Function Documentation

swapletPrice()

Real swapletPrice ( ) const

overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 147 of file multipleresetscoupon.cpp.

capletPrice()

Real capletPrice ( Rate  effectiveCap ) const

overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 151 of file multipleresetscoupon.cpp.

capletRate()

Rate capletRate ( Rate  effectiveCap ) const

overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 155 of file multipleresetscoupon.cpp.

floorletPrice()

Real floorletPrice ( Rate  effectiveFloor ) const

overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 159 of file multipleresetscoupon.cpp.

floorletRate()

Rate floorletRate ( Rate  effectiveFloor ) const

overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 163 of file multipleresetscoupon.cpp.

initialize()

void initialize ( const FloatingRateCoupon &  coupon )

overridevirtual

Implements FloatingRateCouponPricer.

Definition at line 126 of file multipleresetscoupon.cpp.

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Member Data Documentation

coupon_

const MultipleResetsCoupon* coupon_

protected

Definition at line 131 of file multipleresetscoupon.hpp.

subPeriodFixings_

std::vector<Real> subPeriodFixings_

protected

Definition at line 132 of file multipleresetscoupon.hpp.