InterpolatedIborCouponPricer Class Reference

Inheritance diagram for InterpolatedIborCouponPricer:

Public Member Functions
	InterpolatedIborCouponPricer (Handle< QuantLib::OptionletVolatilityStructure > v=Handle< QuantLib::OptionletVolatilityStructure >(), QuantLib::ext::optional< bool > useIndexedCoupon=QuantLib::ext::nullopt)
bool	useIndexedCoupon () const
Handle< QuantLib::OptionletVolatilityStructure >	capletVolatility () const
void	setCapletVolatility (const Handle< QuantLib::OptionletVolatilityStructure > &v=Handle< QuantLib::OptionletVolatilityStructure >())
void	initialize (const QuantLib::FloatingRateCoupon &coupon) override
void	initializeCachedData (const InterpolatedIborCoupon &coupon) const

Protected Attributes
const InterpolatedIborCoupon *	coupon_
QuantLib::ext::shared_ptr< InterpolatedIborIndex >	index_
Date	fixingDate_
Real	gearing_
Spread	spread_
Time	accrualPeriod_
Date	fixingValueDate_
Date	fixingEndDate_
Date	fixingMaturityDate_
Time	spanningTime_
Time	spanningTimeIndexMaturity_
Handle< QuantLib::OptionletVolatilityStructure >	capletVol_
bool	useIndexedCoupon_