BRLCdiCouponPricer Class Reference

BRL CDI coupon pricer. More...

#include <qle/cashflows/brlcdicouponpricer.hpp>

Inheritance diagram for BRLCdiCouponPricer:

FloatingRateCouponPricer interface
virtual QuantLib::Rate	swapletRate () const override
virtual void	initialize (const QuantLib::FloatingRateCoupon &coupon) override
virtual QuantLib::Real	swapletPrice () const override
virtual QuantLib::Real	capletPrice (QuantLib::Rate effectiveCap) const override
virtual QuantLib::Rate	capletRate (QuantLib::Rate effectiveCap) const override
virtual QuantLib::Real	floorletPrice (QuantLib::Rate effectiveFloor) const override
virtual QuantLib::Rate	floorletRate (QuantLib::Rate effectiveFloor) const override

Detailed Description

BRL CDI coupon pricer.