#include <ql/experimental/averageois/averageoiscouponpricer.hpp>
 Inheritance diagram for ArithmeticAveragedOvernightIndexedCouponPricer:
 Inheritance diagram for ArithmeticAveragedOvernightIndexedCouponPricer:| Public Member Functions | |
| ArithmeticAveragedOvernightIndexedCouponPricer (Real meanReversion=0.03, Real volatility=0.00, bool byApprox=false) | |
| void | initialize (const FloatingRateCoupon &coupon) | 
| Rate | swapletRate () const | 
| Real | swapletPrice () const | 
| Real | capletPrice (Rate) const | 
| Rate | capletRate (Rate) const | 
| Real | floorletPrice (Rate) const | 
| Rate | floorletRate (Rate) const | 
|  Public Member Functions inherited from FloatingRateCouponPricer | |
| 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 () | 
| Protected Member Functions | |
| Real | convAdj1 (Time ts, Time te) const | 
| Real | convAdj2 (Time ts, Time te) const | 
| Protected Attributes | |
| const OvernightIndexedCoupon * | coupon_ | 
| bool | byApprox_ | 
| Real | mrs_ | 
| Real | vol_ | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator |