blackaveragebmacouponpricer.hpp File Reference

black average bma coupon pricer for capped / floored BMA coupons More...

#include <qle/cashflows/cappedflooredaveragebmacoupon.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>

Go to the source code of this file.

Classes
class	BlackAverageBMACouponPricer

Namespaces
namespace	QuantExt

Detailed Description

black average bma coupon pricer for capped / floored BMA coupons

Definition in file blackaveragebmacouponpricer.hpp.