digitaliborcoupon.hpp

Langue: en

Autres versions - même langue

Version: 376511 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/cashflows/digitaliborcoupon.hpp -

Ibor-rate coupon with digital call/put option.

SYNOPSIS


#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/time/schedule.hpp>

Classes


class DigitalIborCoupon
Ibor rate coupon with digital digital call/put option.
class DigitalIborLeg
helper class building a sequence of digital ibor-rate coupons

Detailed Description

Ibor-rate coupon with digital call/put option.

Author

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