AnalyticHaganPricer Class Reference
CMS-coupon pricer. More...
#include <ql/cashflows/conundrumpricer.hpp>
Inheritance diagram for AnalyticHaganPricer:

Public Member Functions | |
AnalyticHaganPricer (const Handle< SwaptionVolatilityStructure > &swaptionVol, GFunctionFactory::YieldCurveModel modelOfYieldCurve, const Handle< Quote > &meanReversion) | |
Protected Member Functions | |
Real | optionletPrice (Option::Type optionType, Real strike) const |
Real | swapletPrice () const |
Detailed Description
CMS-coupon pricer.