cmbcoupon.hpp File Reference

Constant Maturity Bond yield coupon. More...

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
#include <qle/indexes/bondindex.hpp>

Go to the source code of this file.

Classes
class	CmbCoupon
	CMB coupon class. More...
class	CmbCouponPricer
	Base pricer for vanilla CMB coupons. More...
class	CmbLeg
	helper class building a sequence of capped/floored cmb coupons More...

Namespaces
namespace	QuantExt

Detailed Description

Constant Maturity Bond yield coupon.

Definition in file cmbcoupon.hpp.