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overnightindexedcoupon.hpp
Langue: en
Version: 376578 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/cashflows/overnightindexedcoupon.hpp -coupon paying the compounded daily overnight rate
SYNOPSIS
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>
Classes
class OvernightIndexedCoupon
overnight coupon
class OvernightLeg
helper class building a sequence of overnight coupons
Detailed Description
coupon paying the compounded daily overnight rate
Author
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