- QuantLib
- IborCouponPricer
base pricer for capped/floored Ibor coupons More...
#include <ql/cashflows/couponpricer.hpp>
Public Member Functions | |
IborCouponPricer (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) | |
Handle < OptionletVolatilityStructure > | capletVolatility () const |
void | setCapletVolatility (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) |
base pricer for capped/floored Ibor coupons