durationadjustedcmscoupon.hpp File Reference

cms coupon scaled by a duration number More...

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

Go to the source code of this file.

Classes
class	DurationAdjustedCmsCoupon
class	DurationAdjustedCmsLeg

Namespaces
namespace	QuantExt

Detailed Description

cms coupon scaled by a duration number

Definition in file durationadjustedcmscoupon.hpp.