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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> </li>
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<div class="title">FloatingRateCouponPricer Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::FloatingRateCouponPricer" --><!-- doxytag: inherits="QuantLib::Observer,QuantLib::Observable" -->
<p>generic pricer for floating-rate coupons
<a href="class_quant_lib_1_1_floating_rate_coupon_pricer.html#details">More...</a></p>
<p><code>#include <ql/cashflows/couponpricer.hpp></code></p>
<div class="dynheader">
Inheritance diagram for FloatingRateCouponPricer:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_floating_rate_coupon_pricer__inherit__graph.png" border="0" usemap="#_floating_rate_coupon_pricer_inherit__map" alt="Inheritance graph"/></div>
<map name="_floating_rate_coupon_pricer_inherit__map" id="_floating_rate_coupon_pricer_inherit__map">
<area shape="rect" id="node7" href="class_quant_lib_1_1_cms_coupon_pricer.html" title="base pricer for vanilla CMS coupons" alt="" coords="5,166,131,197"/><area shape="rect" id="node9" href="class_quant_lib_1_1_ibor_coupon_pricer.html" title="base pricer for capped/floored Ibor coupons" alt="" coords="155,166,277,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="52,6,127,37"/><area shape="rect" id="node4" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observers." alt="" coords="151,6,239,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_floating_rate_coupon_pricer-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td colspan="2"><div class="groupHeader">required interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2af0079d7951f0a9d60eb08ea1b8a328"></a><!-- doxytag: member="QuantLib::FloatingRateCouponPricer::swapletPrice" ref="a2af0079d7951f0a9d60eb08ea1b8a328" args="() const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>swapletPrice</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4100ee30f35fdcdb0fce21a1a151ddfb"></a><!-- doxytag: member="QuantLib::FloatingRateCouponPricer::swapletRate" ref="a4100ee30f35fdcdb0fce21a1a151ddfb" args="() const =0" -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>swapletRate</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a020cea32bd7e04f0fe1cfdf6dc146423"></a><!-- doxytag: member="QuantLib::FloatingRateCouponPricer::capletPrice" ref="a020cea32bd7e04f0fe1cfdf6dc146423" args="(Rate effectiveCap) const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>capletPrice</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> effectiveCap) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1e4c2e805a4460558a9f77740d309cad"></a><!-- doxytag: member="QuantLib::FloatingRateCouponPricer::capletRate" ref="a1e4c2e805a4460558a9f77740d309cad" args="(Rate effectiveCap) const =0" -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>capletRate</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> effectiveCap) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1a4fed13ca15b398ac2b09c1c58d387d"></a><!-- doxytag: member="QuantLib::FloatingRateCouponPricer::floorletPrice" ref="a1a4fed13ca15b398ac2b09c1c58d387d" args="(Rate effectiveFloor) const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>floorletPrice</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> effectiveFloor) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a214779867426164db11377dadc63d672"></a><!-- doxytag: member="QuantLib::FloatingRateCouponPricer::floorletRate" ref="a214779867426164db11377dadc63d672" args="(Rate effectiveFloor) const =0" -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>floorletRate</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> effectiveFloor) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a67e3aa825e7a48e9ee9d33e36b1cfdbd"></a><!-- doxytag: member="QuantLib::FloatingRateCouponPricer::initialize" ref="a67e3aa825e7a48e9ee9d33e36b1cfdbd" args="(const FloatingRateCoupon &coupon)=0" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>initialize</b> (const <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html">FloatingRateCoupon</a> &coupon)=0</td></tr>
<tr><td colspan="2"><div class="groupHeader">Observer interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>generic pricer for floating-rate coupons </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::FloatingRateCouponPricer::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
<div class="memitem">
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [virtual]</code></td>
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<p>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. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#a99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
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