IborCouponPricer Class Reference
base pricer for capped/floored Ibor coupons More...
#include <ql/cashflows/couponpricer.hpp>
Inheritance diagram for IborCouponPricer:

Public Member Functions | |
| IborCouponPricer (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) | |
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Handle < OptionletVolatilityStructure > | capletVolatility () const |
| void | setCapletVolatility (const Handle< OptionletVolatilityStructure > &v=Handle< OptionletVolatilityStructure >()) |