.. raw:: html
quantlib.cashflows.overnight_indexed_coupon_pricer.
ArithmeticAveragedOvernightIndexedCouponPricer
=================================================================================================
.. currentmodule:: quantlib.cashflows.overnight_indexed_coupon_pricer
.. autoclass:: ArithmeticAveragedOvernightIndexedCouponPricer
:show-inheritance:
:no-members:
:no-inherited-members:
:no-special-members:
.. HACK -- the point here is that we don't want this to appear in the output, but the autosummary should still generate the pages.
.. autosummary::
:toctree:
ArithmeticAveragedOvernightIndexedCouponPricer.caplet_price
ArithmeticAveragedOvernightIndexedCouponPricer.caplet_rate
ArithmeticAveragedOvernightIndexedCouponPricer.floorlet_price
ArithmeticAveragedOvernightIndexedCouponPricer.floorlet_rate
ArithmeticAveragedOvernightIndexedCouponPricer.initialize
ArithmeticAveragedOvernightIndexedCouponPricer.swaplet_price
ArithmeticAveragedOvernightIndexedCouponPricer.swaplet_rate