BlackAverageBMACouponPricer Class Reference

Inheritance diagram for BlackAverageBMACouponPricer:

Public Member Functions
void	initialize (const FloatingRateCoupon &coupon) override
Real	swapletPrice () const override
Rate	swapletRate () const override
Real	capletPrice (Rate effectiveCap) const override
Rate	capletRate (Rate effectiveCap) const override
Real	floorletPrice (Rate effectiveFloor) const override
Rate	floorletRate (Rate effectiveFloor) const override
	CapFlooredAverageBMACouponPricer (const Handle< OptionletVolatilityStructure > &v, const bool effectiveVolatilityInput=false)
Public Member Functions inherited from CapFlooredAverageBMACouponPricer
	CapFlooredAverageBMACouponPricer (const Handle< OptionletVolatilityStructure > &v, const bool effectiveVolatilityInput=false)
Handle< OptionletVolatilityStructure >	capletVolatility () const
bool	effectiveVolatilityInput () const
Real	effectiveCapletVolatility () const
Real	effectiveFloorletVolatility () const

Additional Inherited Members
Protected Attributes inherited from CapFlooredAverageBMACouponPricer
Handle< OptionletVolatilityStructure >	capletVol_
bool	effectiveVolatilityInput_
Real	effectiveCapletVolatility_
Real	effectiveFloorletVolatility_