org.jquantlib.cashflow

Class IborCouponPricer

java.lang.Object

org.jquantlib.cashflow.FloatingRateCouponPricer

org.jquantlib.cashflow.IborCouponPricer

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

BlackIborCouponPricer

public abstract class IborCouponPricer
extends FloatingRateCouponPricer

Field Summary

Fields

Modifier and Type	Field and Description
static java.lang.String	no_adequate_capletVol_given

Constructor Summary

Constructors

Constructor and Description
IborCouponPricer(Handle<OptionletVolatilityStructure> capletVol)

Method Summary

Modifier and Type	Method and Description
Handle<OptionletVolatilityStructure>	capletVolatility()
void	setCapletVolatility(Handle<OptionletVolatilityStructure> capletVol)
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

Field Detail

no_adequate_capletVol_given

public static final java.lang.String no_adequate_capletVol_given

See Also:

Constant Field Values

Constructor Detail

IborCouponPricer

public IborCouponPricer(Handle<OptionletVolatilityStructure> capletVol)

Method Detail

capletVolatility

public Handle<OptionletVolatilityStructure> capletVolatility()

setCapletVolatility

public void setCapletVolatility(Handle<OptionletVolatilityStructure> capletVol)

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