C++ (Cpp) capletPrice Examples

Example #1

File: cpicouponpricer.cpp Project: androidYibo/documents

 Rate CPICouponPricer::capletRate(Rate effectiveCap) const{
     return capletPrice(effectiveCap)/(coupon_->accrualPeriod()*discount_);
 }

Example #2

File: lineartsrpricer.cpp Project: AAthresh/quantlib

 Rate LinearTsrPricer::capletRate(Rate effectiveCap) const {
     return capletPrice(effectiveCap) /
            (coupon_->accrualPeriod() *
             discountCurve_->discount(paymentDate_) * couponDiscountRatio_);
 }

Example #3

File: couponpricer.hpp Project: BGC-nglass/quantlib

 inline Rate BlackIborCouponPricer::capletRate(Rate effectiveCap) const {
     return capletPrice(effectiveCap) / (accrualPeriod_*discount_);
 }

Example #4

File: lognormalcmsspreadpricer.cpp Project: aborodya/QuantLib-1

 Rate LognormalCmsSpreadPricer::capletRate(Rate effectiveCap) const {
     return capletPrice(effectiveCap) /
            (coupon_->accrualPeriod() * discount_);
 }