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rangeaccrual.hpp
Langue: en
Version: 375996 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/cashflows/rangeaccrual.hpp -range-accrual coupon
SYNOPSIS
#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
#include <vector>
Classes
class RangeAccrualLeg
helper class building a sequence of range-accrual floating-rate coupons
Detailed Description
range-accrual coupon
Author
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