Rate CPICouponPricer::capletRate(Rate effectiveCap) const{ return capletPrice(effectiveCap)/(coupon_->accrualPeriod()*discount_); }
Rate LinearTsrPricer::capletRate(Rate effectiveCap) const { return capletPrice(effectiveCap) / (coupon_->accrualPeriod() * discountCurve_->discount(paymentDate_) * couponDiscountRatio_); }
inline Rate BlackIborCouponPricer::capletRate(Rate effectiveCap) const { return capletPrice(effectiveCap) / (accrualPeriod_*discount_); }
Rate LognormalCmsSpreadPricer::capletRate(Rate effectiveCap) const { return capletPrice(effectiveCap) / (coupon_->accrualPeriod() * discount_); }