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From: Luigi B. <lui...@gm...> - 2016-12-13 15:52:32
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Hi,
I don't think there's a function that does that. If you want to get
fancy, you can write a visitor similar to PricerSetter but storing both
pricers and setting the appropriate one; otherwise, you can loop over the
coupons and find out their type yourself.
Luigi
On Tue, Dec 13, 2016 at 12:56 PM Peter Caspers <pca...@gm...>
wrote:
> 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
>
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