quantlib.experimental.coupons.cms_spread_coupon.CmsSpreadCouponPricer¶
- class CmsSpreadCouponPricer¶
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)swaplet_price
(self)swaplet_rate
(self)