File: class_quant_lib_1_1_cms_spread_coupon_pricer.html

package info (click to toggle)
quantlib-refman-html 1.20-1
  • links: PTS, VCS
  • area: main
  • in suites: bookworm, bullseye, sid, trixie
  • size: 103,140 kB
  • sloc: javascript: 13,408; makefile: 35
file content (191 lines) | stat: -rw-r--r-- 20,896 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: CmsSpreadCouponPricer Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
  MathJax.Hub.Config({
    extensions: ["tex2jax.js"],
    jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
 <tbody>
 <tr style="height: 56px;">
  <td id="projectalign" style="padding-left: 0.5em;">
   <div id="projectname"><a href="http://quantlib.org">
       <img alt="QuantLib" src="QL-title.jpg"></a>
   <div id="projectbrief">A free/open-source library for quantitative finance</div>
   <div id="projectnumber">Reference manual - version 1.20</div>
   </div>
  </td>
 </tr>
 </tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&amp;dn=gpl-2.0.txt GPL-v2 */
$(function() {
  initMenu('',true,false,'search.php','Search');
  $(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
     onmouseover="return searchBox.OnSearchSelectShow()"
     onmouseout="return searchBox.OnSearchSelectHide()"
     onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>

<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0" 
        name="MSearchResults" id="MSearchResults">
</iframe>
</div>

<div id="nav-path" class="navpath">
  <ul>
<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_cms_spread_coupon_pricer.html">CmsSpreadCouponPricer</a></li>  </ul>
</div>
</div><!-- top -->
<div class="header">
  <div class="summary">
<a href="#pub-methods">Public Member Functions</a> &#124;
<a href="class_quant_lib_1_1_cms_spread_coupon_pricer-members.html">List of all members</a>  </div>
  <div class="headertitle">
<div class="title">CmsSpreadCouponPricer Class Reference</div>  </div>
</div><!--header-->
<div class="contents">

<p>base pricer for vanilla CMS spread coupons  
 <a href="class_quant_lib_1_1_cms_spread_coupon_pricer.html#details">More...</a></p>

<p><code>#include &lt;ql/experimental/coupons/cmsspreadcoupon.hpp&gt;</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 CmsSpreadCouponPricer:</div>
<div id="dynsection-0-summary" class="dynsummary" style="display:block;">
</div>
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
<div class="center"><img src="class_quant_lib_1_1_cms_spread_coupon_pricer__inherit__graph.png" border="0" usemap="#a_cms_spread_coupon_pricer_inherit__map" alt="Inheritance graph"/></div>
<map name="_cms_spread_coupon_pricer_inherit__map" id="a_cms_spread_coupon_pricer_inherit__map">
<area shape="rect" title="base pricer for vanilla CMS spread coupons" alt="" coords="13,155,183,181"/>
<area shape="rect" href="class_quant_lib_1_1_lognormal_cms_spread_pricer.html" title="CMS spread &#45; coupon pricer." alt="" coords="5,229,191,256"/>
<area shape="rect" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html" title="generic pricer for floating&#45;rate coupons" alt="" coords="11,80,185,107"/>
<area shape="rect" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="9,5,83,32"/>
<area shape="rect" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observers." alt="" coords="107,5,195,32"/>
</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:a2bc3fa4f86f253ffe5a6ab3be33a9e2e"><td class="memItemLeft" align="right" valign="top"><a id="a2bc3fa4f86f253ffe5a6ab3be33a9e2e"></a>
&#160;</td><td class="memItemRight" valign="bottom"><b>CmsSpreadCouponPricer</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt; &amp;correlation=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt;())</td></tr>
<tr class="separator:a2bc3fa4f86f253ffe5a6ab3be33a9e2e"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a20a25e1dba2d713d33076bd389101a13"><td class="memItemLeft" align="right" valign="top"><a id="a20a25e1dba2d713d33076bd389101a13"></a>
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>correlation</b> () const</td></tr>
<tr class="separator:a20a25e1dba2d713d33076bd389101a13"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a3a5387754b1b0bea05020d63f9ca53c4"><td class="memItemLeft" align="right" valign="top"><a id="a3a5387754b1b0bea05020d63f9ca53c4"></a>
void&#160;</td><td class="memItemRight" valign="bottom"><b>setCorrelation</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt; &amp;correlation=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>&lt; <a class="el" href="class_quant_lib_1_1_quote.html">Quote</a> &gt;())</td></tr>
<tr class="separator:a3a5387754b1b0bea05020d63f9ca53c4"><td class="memSeparator" colspan="2">&#160;</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="-"/>&#160;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:a2af0079d7951f0a9d60eb08ea1b8a328 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a2af0079d7951f0a9d60eb08ea1b8a328"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</td><td class="memItemRight" valign="bottom"><b>swapletPrice</b> () const =0</td></tr>
<tr class="separator:a2af0079d7951f0a9d60eb08ea1b8a328 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a4100ee30f35fdcdb0fce21a1a151ddfb inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a4100ee30f35fdcdb0fce21a1a151ddfb"></a>
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a>&#160;</td><td class="memItemRight" valign="bottom"><b>swapletRate</b> () const =0</td></tr>
<tr class="separator:a4100ee30f35fdcdb0fce21a1a151ddfb inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a020cea32bd7e04f0fe1cfdf6dc146423 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a020cea32bd7e04f0fe1cfdf6dc146423"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</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 class="separator:a020cea32bd7e04f0fe1cfdf6dc146423 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a1e4c2e805a4460558a9f77740d309cad inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a1e4c2e805a4460558a9f77740d309cad"></a>
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a>&#160;</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 class="separator:a1e4c2e805a4460558a9f77740d309cad inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a1a4fed13ca15b398ac2b09c1c58d387d inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a1a4fed13ca15b398ac2b09c1c58d387d"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>&#160;</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 class="separator:a1a4fed13ca15b398ac2b09c1c58d387d inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a214779867426164db11377dadc63d672 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a214779867426164db11377dadc63d672"></a>
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a>&#160;</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 class="separator:a214779867426164db11377dadc63d672 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a67e3aa825e7a48e9ee9d33e36b1cfdbd inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memItemLeft" align="right" valign="top"><a id="a67e3aa825e7a48e9ee9d33e36b1cfdbd"></a>
virtual void&#160;</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> &amp;coupon)=0</td></tr>
<tr class="separator:a67e3aa825e7a48e9ee9d33e36b1cfdbd inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon_pricer"><td class="memSeparator" colspan="2">&#160;</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&#160;</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">&#160;</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="-"/>&#160;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>
&#160;</td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &amp;)</td></tr>
<tr class="separator:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</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> &amp;&#160;</td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &amp;)</td></tr>
<tr class="separator:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</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&lt; iterator, bool &gt;&#160;</td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &gt; &amp;)</td></tr>
<tr class="separator:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void&#160;</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &gt; &amp;)</td></tr>
<tr class="separator:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</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>&#160;</td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &gt; &amp;)</td></tr>
<tr class="separator:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2">&#160;</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&#160;</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">&#160;</td></tr>
<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void&#160;</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">&#160;</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="-"/>&#160;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>
&#160;</td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &amp;)</td></tr>
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2">&#160;</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> &amp;&#160;</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> &amp;)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2">&#160;</td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void&#160;</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">&#160;</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="-"/>&#160;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&lt; ext::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &gt; &gt;&#160;</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">&#160;</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&#160;</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">&#160;</td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>base pricer for vanilla CMS spread coupons </p>
</div></div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>