floatingratebond.hpp

Langue: en

Autres versions - même langue

Version: 381570 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/bonds/floatingratebond.hpp -

floating-rate bond

SYNOPSIS


#include <ql/instruments/bond.hpp>
#include <ql/time/dategenerationrule.hpp>

Classes


class FloatingRateBond
floating-rate bond (possibly capped and/or floored)

Detailed Description

floating-rate bond

Author

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