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QuantLib_DigitalCmsCoupon
Langue: en
Version: 380208 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::DigitalCmsCoupon -Cms-rate coupon with digital digital call/put option.
SYNOPSIS
#include <ql/cashflows/digitalcmscoupon.hpp>
Inherits QuantLib::DigitalCoupon.
Public Member Functions
DigitalCmsCoupon (const boost::shared_ptr< CmsCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())
Visitability
virtual void accept (AcyclicVisitor &)
Detailed Description
Cms-rate coupon with digital digital call/put option.
Author
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