iborcoupon.hpp

Langue: en

Autres versions - même langue

Version: 383347 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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