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cmscoupon.hpp
Langue: en
Version: 381515 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/cashflows/cmscoupon.hpp -CMS coupon.
SYNOPSIS
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
Classes
class CmsCoupon
CMS coupon class.
class CmsLeg
helper class building a sequence of capped/floored cms-rate coupons
Detailed Description
CMS coupon.
Author
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