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