rangeaccrual.hpp

Langue: en

Autres versions - même langue

Version: 375996 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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