- QuantLib
- CmsCouponPricer
base pricer for vanilla CMS coupons More...
#include <ql/cashflows/couponpricer.hpp>

Public Member Functions | |
| CmsCouponPricer (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) | |
|
Handle < SwaptionVolatilityStructure > | swaptionVolatility () const |
| void | setSwaptionVolatility (const Handle< SwaptionVolatilityStructure > &v=Handle< SwaptionVolatilityStructure >()) |
base pricer for vanilla CMS coupons