equitycoupon.hpp File Reference

coupon paying the return on an equity More...

#include <ql/cashflows/coupon.hpp>
#include <ql/handle.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
#include <qle/indexes/equityindex.hpp>
#include <qle/indexes/fxindex.hpp>

Go to the source code of this file.

Classes
class	EquityCoupon
	equity coupon More...
class	EquityLeg
	helper class building a sequence of equity coupons More...

Namespaces
namespace	QuantExt

Enumerations
enum class	EquityReturnType { Price , Total , Absolute , Dividend }

Functions
EquityReturnType	parseEquityReturnType (const std::string &str)
std::ostream &	operator<< (std::ostream &out, EquityReturnType t)

Detailed Description

coupon paying the return on an equity

Definition in file equitycoupon.hpp.