averageonindexedcoupon.hpp File Reference

coupon paying the weighted average of the daily overnight rate More...

#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Classes
class	AverageONIndexedCoupon
	average overnight coupon More...
class	CappedFlooredAverageONIndexedCoupon
	capped floored overnight indexed coupon More...
class	CapFlooredAverageONIndexedCouponPricer
	capped floored averaged indexed coupon pricer base class More...
class	AverageONLeg
	helper class building a sequence of overnight coupons More...

Namespaces
namespace	QuantExt

Detailed Description

coupon paying the weighted average of the daily overnight rate

\ingroup cashflows

Definition in file averageonindexedcoupon.hpp.