org.jquantlib.cashflow

Class CmsCouponPricer

java.lang.Object

org.jquantlib.cashflow.FloatingRateCouponPricer

org.jquantlib.cashflow.CmsCouponPricer

All Implemented Interfaces:

Observable, Observer

public abstract class CmsCouponPricer
extends FloatingRateCouponPricer

Base pricer for vanilla CMS coupons

Constructor Summary

Constructors

Constructor and Description
CmsCouponPricer(Handle<SwaptionVolatilityStructure> swaptionVol)

Method Summary

Modifier and Type	Method and Description
void	setSwaptionVolatility(Handle<SwaptionVolatilityStructure> swaptionVol)
Handle<SwaptionVolatilityStructure>	swaptionVolatility()
void	update() This method is called whenever the observed object is changed.

Methods inherited from class org.jquantlib.cashflow.FloatingRateCouponPricer

addObserver, capletPrice, capletRate, countObservers, deleteObserver, deleteObservers, floorletPrice, floorletRate, getObservers, initialize, notifyObservers, notifyObservers, swapletPrice, swapletRate

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CmsCouponPricer

public CmsCouponPricer(Handle<SwaptionVolatilityStructure> swaptionVol)

Method Detail

swaptionVolatility

public Handle<SwaptionVolatilityStructure> swaptionVolatility()

setSwaptionVolatility

public void setSwaptionVolatility(Handle<SwaptionVolatilityStructure> swaptionVol)

update

public void update()

Description copied from interface: Observer

This method is called whenever the observed object is changed.

Specified by:

update in interface Observer

Overrides:

update in class FloatingRateCouponPricer