Exemplo n.º 1
0
        public void visit(CappedFlooredIborCoupon c)
        {
            IborCouponPricer iborCouponPricer = pricer_ as IborCouponPricer;

            Utils.QL_REQUIRE(iborCouponPricer != null, () => "pricer not compatible with Ibor coupon");
            c.setPricer(iborCouponPricer);
        }
Exemplo n.º 2
0
 public MakeCms withFloatingCouponPricer(IborCouponPricer couponPricer)
 {
     iborCouponPricer_ = couponPricer;
     return(this);
 }