QuantLib_DigitalCmsCoupon

Langue: en

Autres versions - même langue

Version: 380208 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::DigitalCmsCoupon -

Cms-rate coupon with digital digital call/put option.

SYNOPSIS


#include <ql/cashflows/digitalcmscoupon.hpp>

Inherits QuantLib::DigitalCoupon.

Public Member Functions


DigitalCmsCoupon (const boost::shared_ptr< CmsCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())

Visitability

 


virtual void accept (AcyclicVisitor &)

Detailed Description

Cms-rate coupon with digital digital call/put option.

Author

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