generic pricer for floating-rate coupons More...
#include <ql/cashflows/couponpricer.hpp>
Public Member Functions | |
required interface | |
virtual Real | swapletPrice () const =0 |
virtual Rate | swapletRate () const =0 |
virtual Real | capletPrice (Rate effectiveCap) const =0 |
virtual Rate | capletRate (Rate effectiveCap) const =0 |
virtual Real | floorletPrice (Rate effectiveFloor) const =0 |
virtual Rate | floorletRate (Rate effectiveFloor) const =0 |
virtual void | initialize (const FloatingRateCoupon &coupon)=0 |
Observer interface | |
void | update () |
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Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
std::pair< std::set< boost::shared_ptr< Observable > >::iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
void | registerWithObservables (const boost::shared_ptr< Observer > &) |
Size | unregisterWith (const boost::shared_ptr< Observable > &) |
void | unregisterWithAll () |
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Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
generic pricer for floating-rate coupons
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virtual |
This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.