fixedratecoupon.hpp

Langue: en

Autres versions - même langue

Version: 373848 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/cashflows/fixedratecoupon.hpp -

Coupon paying a fixed annual rate.

SYNOPSIS


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

Classes


class FixedRateCoupon
Coupon paying a fixed interest rate
class FixedRateLeg
helper class building a sequence of fixed rate coupons

Detailed Description

Coupon paying a fixed annual rate.

Author

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