#include <multipleresetscoupon.hpp>
Inheritance diagram for AveragingMultipleResetsPricer:
Collaboration diagram for AveragingMultipleResetsPricer:
Public Member Functions | |
| Real | swapletRate () const override |
| Public Member Functions inherited from MultipleResetsPricer | |
| 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 | |
| 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 () |
Additional Inherited Members | |
| Public Types inherited from Observer | |
| typedef set_type::iterator | iterator |
| Protected Attributes inherited from MultipleResetsPricer | |
| const MultipleResetsCoupon * | coupon_ |
| std::vector< Real > | subPeriodFixings_ |
Detailed Description
Definition at line 141 of file multipleresetscoupon.hpp.
Member Function Documentation
◆ swapletRate()
|
overridevirtual |
Implements FloatingRateCouponPricer.
Definition at line 167 of file multipleresetscoupon.cpp.
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