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From: Peter C. <pca...@gm...> - 2016-12-13 11:53:40
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Hi, say I have a Leg with Libor coupons, floored Libor coupons, CMS coupons, etc. all mixed. I also have a IborCouponPricer and a CmsCouponPricer and want to attach these to the “matching" coupons. How can I do that in one (not too long) line of code? It seems setCouponPricer() and setCouponPricers() do not suit really, but I might be missing the obvious... Kind Regards Peter |