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iborcoupon.hpp
Langue: en
Version: 383347 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/cashflows/iborcoupon.hpp -Coupon paying a Libor-type index.
SYNOPSIS
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>
Classes
class IborCoupon
Coupon paying a Libor-type index
class IborLeg
helper class building a sequence of capped/floored ibor-rate coupons
Detailed Description
Coupon paying a Libor-type index.
Author
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