quantlib.cashflows.coupon_pricer.FloatingRateCouponPricer¶
- class FloatingRateCouponPricer¶
Bases:
object- __init__(*args, **kwargs)¶
Methods
__init__(*args, **kwargs)caplet_price(self, Rate effective_cap)caplet_rate(self, Rate effective_cap)floorlet_price(self, Rate effective_floor)floorlet_rate(self, Rate effective_floor)swaplet_price(self)swaplet_rate(self)- caplet_price(self, Rate effective_cap)¶
- caplet_rate(self, Rate effective_cap)¶
- floorlet_price(self, Rate effective_floor)¶
- floorlet_rate(self, Rate effective_floor)¶
- swaplet_price(self)¶
- swaplet_rate(self)¶