digitalcmscoupon.hpp

Langue: en

Autres versions - même langue

Version: 383047 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/cashflows/digitalcmscoupon.hpp -

Cms-rate coupon with digital call/put option.

SYNOPSIS


#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/cashflows/cmscoupon.hpp>
#include <ql/time/schedule.hpp>

Classes


class DigitalCmsCoupon
Cms-rate coupon with digital digital call/put option.
class DigitalCmsLeg
helper class building a sequence of digital ibor-rate coupons

Detailed Description

Cms-rate coupon with digital call/put option.

Author

Generated automatically by Doxygen for QuantLib from the source code.