quantlib.experimental.coupons.cms_spread_coupon.

CmsSpreadCouponPricer

class CmsSpreadCouponPricer

Bases: FloatingRateCouponPricer

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)