averagebmacoupon.hpp

Langue: en

Autres versions - même langue

Version: 154904 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/cashflows/averagebmacoupon.hpp - coupon paying a weighted average of BMA-index fixings

SYNOPSIS


#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/bmaindex.hpp>

Classes


class AverageBMACoupon
Average BMA coupon.
class AverageBMALeg
helper class building a sequence of average BMA coupons

Detailed Description

coupon paying a weighted average of BMA-index fixings

Author

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