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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_analytic_hagan_pricer.html">AnalyticHaganPricer</a></li> </ul>
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<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="#pro-methods">Protected Member Functions</a> |
<a href="class_quant_lib_1_1_analytic_hagan_pricer-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">AnalyticHaganPricer Class Reference</div> </div>
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<div class="contents">
<p>CMS-coupon pricer.
<a href="class_quant_lib_1_1_analytic_hagan_pricer.html#details">More...</a></p>
<p><code>#include <ql/cashflows/conundrumpricer.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for AnalyticHaganPricer:</div>
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<map name="_analytic_hagan_pricer_inherit__map" id="a_analytic_hagan_pricer_inherit__map">
<area shape="rect" title="CMS-coupon pricer." alt="" coords="79,155,221,181"/>
<area shape="rect" href="class_quant_lib_1_1_hagan_pricer.html" title="CMS-coupon pricer." alt="" coords="103,80,197,107"/>
<area shape="rect" href="class_quant_lib_1_1_cms_coupon_pricer.html" title="base pricer for vanilla CMS coupons" alt="" coords="5,5,135,32"/>
<area shape="rect" href="class_quant_lib_1_1_mean_reverting_pricer.html" title=" " alt="" coords="159,5,303,32"/>
</map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a81f28aa3715695a25e04c2c2f15ae53c"><td class="memItemLeft" align="right" valign="top"><a id="a81f28aa3715695a25e04c2c2f15ae53c"></a>
 </td><td class="memItemRight" valign="bottom"><b>AnalyticHaganPricer</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &meanReversion)</td></tr>
<tr class="separator:a81f28aa3715695a25e04c2c2f15ae53c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_hagan_pricer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_hagan_pricer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td></tr>
<tr class="memitem:a89e48b77114f47684ad07b614162d3cc inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a89e48b77114f47684ad07b614162d3cc"></a>
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>swapletRate</b> () const</td></tr>
<tr class="separator:a89e48b77114f47684ad07b614162d3cc inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa64d7f2bde2b82b0a87913153368d036 inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="aa64d7f2bde2b82b0a87913153368d036"></a>
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</td></tr>
<tr class="separator:aa64d7f2bde2b82b0a87913153368d036 inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aef614a0bd4a4b186cfcdd3d3945d02ba inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="aef614a0bd4a4b186cfcdd3d3945d02ba"></a>
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</td></tr>
<tr class="separator:aef614a0bd4a4b186cfcdd3d3945d02ba inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2800c4b972888cda0f3e0812ffa9a7be inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a2800c4b972888cda0f3e0812ffa9a7be"></a>
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</td></tr>
<tr class="separator:a2800c4b972888cda0f3e0812ffa9a7be inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a45436da332c742eefe6d07eced153317 inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a45436da332c742eefe6d07eced153317"></a>
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</td></tr>
<tr class="separator:a45436da332c742eefe6d07eced153317 inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac34bf2a640acc0aaf11a54eddaaaaace inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="ac34bf2a640acc0aaf11a54eddaaaaace"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>meanReversion</b> () const</td></tr>
<tr class="separator:ac34bf2a640acc0aaf11a54eddaaaaace inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af3746c23762d11af02d2c60d56c16455 inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="af3746c23762d11af02d2c60d56c16455"></a>
void </td><td class="memItemRight" valign="bottom"><b>setMeanReversion</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &meanReversion)</td></tr>
<tr class="separator:af3746c23762d11af02d2c60d56c16455 inherit pub_methods_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_cms_coupon_pricer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_cms_coupon_pricer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_cms_coupon_pricer.html">CmsCouponPricer</a></td></tr>
<tr class="memitem:a020c99088bd1bc23f839031d9841d2da inherit pub_methods_class_quant_lib_1_1_cms_coupon_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a020c99088bd1bc23f839031d9841d2da"></a>
 </td><td class="memItemRight" valign="bottom"><b>CmsCouponPricer</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> > &v=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> >())</td></tr>
<tr class="separator:a020c99088bd1bc23f839031d9841d2da inherit pub_methods_class_quant_lib_1_1_cms_coupon_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a581dcce0aec9e4ceee8fb9b1e7896e3b inherit pub_methods_class_quant_lib_1_1_cms_coupon_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a581dcce0aec9e4ceee8fb9b1e7896e3b"></a>
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> > </td><td class="memItemRight" valign="bottom"><b>swaptionVolatility</b> () const</td></tr>
<tr class="separator:a581dcce0aec9e4ceee8fb9b1e7896e3b inherit pub_methods_class_quant_lib_1_1_cms_coupon_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acc82e5245021859b6ba363e4a12df3df inherit pub_methods_class_quant_lib_1_1_cms_coupon_pricer"><td class="memItemLeft" align="right" valign="top"><a id="acc82e5245021859b6ba363e4a12df3df"></a>
void </td><td class="memItemRight" valign="bottom"><b>setSwaptionVolatility</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> > &v=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> >())</td></tr>
<tr class="separator:acc82e5245021859b6ba363e4a12df3df inherit pub_methods_class_quant_lib_1_1_cms_coupon_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><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>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
<tr class="separator:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
<tr class="separator:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
<tr class="separator:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr class="memitem:af356d450af474c7bf8d0db1674c40c55"><td class="memItemLeft" align="right" valign="top"><a id="af356d450af474c7bf8d0db1674c40c55"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>optionletPrice</b> (Option::Type optionType, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> strike) const</td></tr>
<tr class="separator:af356d450af474c7bf8d0db1674c40c55"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a88feedf3b86f562b6621a85e1922a4fb"><td class="memItemLeft" align="right" valign="top"><a id="a88feedf3b86f562b6621a85e1922a4fb"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>swapletPrice</b> () const</td></tr>
<tr class="separator:a88feedf3b86f562b6621a85e1922a4fb"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_hagan_pricer"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_hagan_pricer')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td></tr>
<tr class="memitem:a1505c45eec43fa69a4cc68ada5da452f inherit pro_methods_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a1505c45eec43fa69a4cc68ada5da452f"></a>
 </td><td class="memItemRight" valign="bottom"><b>HaganPricer</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > &meanReversion)</td></tr>
<tr class="separator:a1505c45eec43fa69a4cc68ada5da452f inherit pro_methods_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a886033c6497a874cf75f449632553464 inherit pro_methods_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a886033c6497a874cf75f449632553464"></a>
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)</td></tr>
<tr class="separator:a886033c6497a874cf75f449632553464 inherit pro_methods_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
<tr class="separator:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_attribs_class_quant_lib_1_1_hagan_pricer"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_hagan_pricer')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_hagan_pricer.html">HaganPricer</a></td></tr>
<tr class="memitem:aaf80d984f8c38884ce590fc4c6eea874 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="aaf80d984f8c38884ce590fc4c6eea874"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>rateCurve_</b></td></tr>
<tr class="separator:aaf80d984f8c38884ce590fc4c6eea874 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7ae5124e2988ad43e5c8bb2cc108f62b inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a7ae5124e2988ad43e5c8bb2cc108f62b"></a>
GFunctionFactory::YieldCurveModel </td><td class="memItemRight" valign="bottom"><b>modelOfYieldCurve_</b></td></tr>
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<tr class="memitem:a03a5803a142ebbb1826849d8944e32c0 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a03a5803a142ebbb1826849d8944e32c0"></a>
ext::shared_ptr< GFunction > </td><td class="memItemRight" valign="bottom"><b>gFunction_</b></td></tr>
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<tr class="memitem:a0c4cd7722099ab00888e4885b7547ad5 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a0c4cd7722099ab00888e4885b7547ad5"></a>
const <a class="el" href="class_quant_lib_1_1_cms_coupon.html">CmsCoupon</a> * </td><td class="memItemRight" valign="bottom"><b>coupon_</b></td></tr>
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<tr class="memitem:a292ad9c54719780e61282ddeeac02410 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a292ad9c54719780e61282ddeeac02410"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>paymentDate_</b></td></tr>
<tr class="separator:a292ad9c54719780e61282ddeeac02410 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0f3d454856e688ed07ac415619cd9fda inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a0f3d454856e688ed07ac415619cd9fda"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>fixingDate_</b></td></tr>
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<tr class="memitem:a189d3870df8769434064046f8d25dabc inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a189d3870df8769434064046f8d25dabc"></a>
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>swapRateValue_</b></td></tr>
<tr class="separator:a189d3870df8769434064046f8d25dabc inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a03a7940acbfe70e2d64da8e1692e20b3 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a03a7940acbfe70e2d64da8e1692e20b3"></a>
<a class="el" href="group__types.html#ga642a971a0bcbbd2fb26c35e1a06e5761">DiscountFactor</a> </td><td class="memItemRight" valign="bottom"><b>discount_</b></td></tr>
<tr class="separator:a03a7940acbfe70e2d64da8e1692e20b3 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a485736735f59084da0315ef8b2832704 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a485736735f59084da0315ef8b2832704"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>annuity_</b></td></tr>
<tr class="separator:a485736735f59084da0315ef8b2832704 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac49985ed0b7d726bb87fe57577cd6d3d inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="ac49985ed0b7d726bb87fe57577cd6d3d"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gearing_</b></td></tr>
<tr class="separator:ac49985ed0b7d726bb87fe57577cd6d3d inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa6db15cb8f4db71dbdd282eb1a4a9bcd inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="aa6db15cb8f4db71dbdd282eb1a4a9bcd"></a>
<a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><b>spread_</b></td></tr>
<tr class="separator:aa6db15cb8f4db71dbdd282eb1a4a9bcd inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a13e8e0bbdf635458d4b3b32fc3d2a817 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a13e8e0bbdf635458d4b3b32fc3d2a817"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>spreadLegValue_</b></td></tr>
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<tr class="memitem:a126d69c00fd6d2c8cad49c881dfdf86c inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a126d69c00fd6d2c8cad49c881dfdf86c"></a>
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>cutoffForCaplet_</b></td></tr>
<tr class="separator:a126d69c00fd6d2c8cad49c881dfdf86c inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acac399d82d0d0c2f08c5f6496e3a95f3 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="acac399d82d0d0c2f08c5f6496e3a95f3"></a>
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>cutoffForFloorlet_</b></td></tr>
<tr class="separator:acac399d82d0d0c2f08c5f6496e3a95f3 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a2b50f8924eff549cb145d2ced86b9749 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a2b50f8924eff549cb145d2ced86b9749"></a>
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> > </td><td class="memItemRight" valign="bottom"><b>meanReversion_</b></td></tr>
<tr class="separator:a2b50f8924eff549cb145d2ced86b9749 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a018a0d461762dbeef33e4838d7fb56c1 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a018a0d461762dbeef33e4838d7fb56c1"></a>
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>swapTenor_</b></td></tr>
<tr class="separator:a018a0d461762dbeef33e4838d7fb56c1 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a488ef177d3c42d29e3a2dee3babe6819 inherit pro_attribs_class_quant_lib_1_1_hagan_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a488ef177d3c42d29e3a2dee3babe6819"></a>
ext::shared_ptr< VanillaOptionPricer > </td><td class="memItemRight" valign="bottom"><b>vanillaOptionPricer_</b></td></tr>
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</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>CMS-coupon pricer. </p>
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