digitalcoupon.hpp

Langue: en

Autres versions - même langue

Version: 383405 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/cashflows/digitalcoupon.hpp -

Floating-rate coupon with digital call/put option.

SYNOPSIS


#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/replication.hpp>
#include <ql/position.hpp>
#include <ql/utilities/null.hpp>

Classes


class DigitalCoupon
Digital-payoff coupon.

Detailed Description

Floating-rate coupon with digital call/put option.

Author

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