Pricer for equity margin coupons. More...

#include <qle/cashflows/equitymargincouponpricer.hpp>

Inheritance diagram for EquityMarginCouponPricer:

Public Member Functions
Interface
virtual Rate	rate () const
virtual void	initialize (const EquityMarginCoupon &coupon)

Observer interface
const EquityMarginCoupon *	coupon_
Real	marginFactor_
InterestRate	fixedRate_
QuantLib::ext::shared_ptr< EquityIndex2 >	equityCurve_
QuantLib::ext::shared_ptr< FxIndex >	fxIndex_
bool	isTotalReturn_
Real	dividendFactor_
Real	initialPrice_
virtual void	update () override

Detailed Description

Pricer for equity margin coupons.

Public Member Functions