base pricer for vanilla CMS spread coupons More...
#include <ql/experimental/coupons/cmsspreadcoupon.hpp>
 Inheritance diagram for CmsSpreadCouponPricer:
 Inheritance diagram for CmsSpreadCouponPricer:| Public Member Functions | |
| CmsSpreadCouponPricer (const Handle< Quote > &correlation=Handle< Quote >()) | |
| Handle< Quote > | correlation () const | 
| void | setCorrelation (const Handle< Quote > &correlation=Handle< Quote >()) | 
|  Public Member Functions inherited from FloatingRateCouponPricer | |
| 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 | 
| 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 | 
base pricer for vanilla CMS spread coupons