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subperiodcoupons.hpp
Langue: en
Version: 378219 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/coupons/subperiodcoupons.hpp -averaging coupons
SYNOPSIS
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
#include <vector>
Detailed Description
averaging coupons
Author
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