cappedflooredaveragebmacoupon.hpp File Reference

coupon paying a capped / floored average bma rate More...

#include <ql/cashflows/averagebmacoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>

Go to the source code of this file.

Classes
class	CappedFlooredAverageBMACoupon
class	CapFlooredAverageBMACouponPricer
	capped floored averaged indexed coupon pricer base class More...

Namespaces
namespace	QuantExt

Detailed Description

coupon paying a capped / floored average bma rate

Definition in file cappedflooredaveragebmacoupon.hpp.