CmsCouponPricer Class Reference
#include <ql/cashflows/couponpricer.hpp>
Inheritance diagram for CmsCouponPricer:

Detailed Description
base pricer for vanilla CMS couponsPublic Member Functions | |
| CmsCouponPricer (const Handle< SwaptionVolatilityStructure > &swaptionVol) | |
|
Handle < SwaptionVolatilityStructure > | swaptionVolatility () const |
| void | setSwaptionVolatility (const Handle< SwaptionVolatilityStructure > &swaptionVol) |