subperiodcoupons.hpp

Langue: en

Autres versions - même langue

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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