.. raw:: html
quantlib.cashflows.overnight_indexed_coupon_pricer.
CompoundingOvernightIndexedCouponPricer
==========================================================================================
.. currentmodule:: quantlib.cashflows.overnight_indexed_coupon_pricer
.. autoclass:: CompoundingOvernightIndexedCouponPricer
: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:
CompoundingOvernightIndexedCouponPricer.caplet_price
CompoundingOvernightIndexedCouponPricer.caplet_rate
CompoundingOvernightIndexedCouponPricer.floorlet_price
CompoundingOvernightIndexedCouponPricer.floorlet_rate
CompoundingOvernightIndexedCouponPricer.initialize
CompoundingOvernightIndexedCouponPricer.swaplet_price
CompoundingOvernightIndexedCouponPricer.swaplet_rate