quantlib.cashflows.overnight_indexed_coupon_pricer.CompoundingOvernightIndexedCouponPricer

class CompoundingOvernightIndexedCouponPricer

Bases: FloatingRateCouponPricer

__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)
initialize(self, FloatingRateCoupon coupon)
swaplet_price(self)
swaplet_rate(self)