capflooredcoupon.hpp

Langue: en

Autres versions - même langue

Version: 373628 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/cashflows/capflooredcoupon.hpp -

Floating rate coupon with additional cap/floor.

SYNOPSIS


#include <ql/cashflows/iborcoupon.hpp>
#include <ql/cashflows/cmscoupon.hpp>
#include <ql/utilities/null.hpp>

Classes


class CappedFlooredCoupon
Capped and/or floored floating-rate coupon.

Detailed Description

Floating rate coupon with additional cap/floor.

Author

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