generic pricer for floating-rate coupons More...
#include <ql/cashflows/couponpricer.hpp>
 Inheritance diagram for FloatingRateCouponPricer:
 Inheritance diagram for FloatingRateCouponPricer:| Public Member Functions | |
| required interface | |
| virtual Real | swapletPrice () const =0 | 
| virtual Rate | swapletRate () const =0 | 
| virtual Real | capletPrice (Rate effectiveCap) const =0 | 
| virtual Rate | capletRate (Rate effectiveCap) const =0 | 
| virtual Real | floorletPrice (Rate effectiveFloor) const =0 | 
| virtual Rate | floorletRate (Rate effectiveFloor) const =0 | 
| virtual void | initialize (const FloatingRateCoupon &coupon)=0 | 
| Observer interface | |
| void | update () | 
|  Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) | 
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
generic pricer for floating-rate coupons
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 | virtual | 
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.