Exemplo n.º 1
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 inline Rate BlackIborCouponPricer::swapletRate() const {
     return swapletPrice()/(accrualPeriod_*discount_);
 }
 Rate LognormalCmsSpreadPricer::swapletRate() const {
     return swapletPrice() / (coupon_->accrualPeriod() * discount_);
 }
Exemplo n.º 3
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 Rate LinearTsrPricer::swapletRate() const {
     return swapletPrice() /
            (coupon_->accrualPeriod() *
             discountCurve_->discount(paymentDate_) * couponDiscountRatio_);
 }
Exemplo n.º 4
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 Real SubPeriodsPricer::swapletRate() const {
     return swapletPrice()/(accrualFactor_*discount_);
 }