quantlib.cashflows.coupon_pricer.
CmsCouponPricer¶
- class CmsCouponPricer¶
Bases:
FloatingRateCouponPricer
- Attributes:
- swaption_volatility
Methods
caplet_price
(self, Rate effective_cap)caplet_rate
(self, Rate effective_cap)floorlet_price
(self, Rate effective_floor)floorlet_rate
(self, Rate effective_floor)initialize
(self, FloatingRateCoupon coupon)swaplet_price
(self)swaplet_rate
(self)