floatingratecoupon.hpp

Langue: en

Autres versions - même langue

Version: 168905 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/cashflows/floatingratecoupon.hpp - Coupon paying a variable index-based rate.

SYNOPSIS


#include <ql/cashflows/coupon.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/handle.hpp>

Classes


class FloatingRateCoupon
base floating-rate coupon class

Detailed Description

Coupon paying a variable index-based rate.

Author

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