cmscoupon.hpp

Langue: en

Autres versions - même langue

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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