Logo
Fully annotated reference manual - version 1.8.12
Loading...
Searching...
No Matches
Classes | Namespaces
equitymargincouponpricer.hpp File Reference

Pricer for equity margin coupons. More...

#include <ql/cashflows/couponpricer.hpp>
#include <qle/cashflows/equitymargincoupon.hpp>

Go to the source code of this file.

Classes

class  EquityMarginCouponPricer
 Pricer for equity margin coupons. More...
 

Namespaces

namespace  QuantExt
 

Detailed Description

Pricer for equity margin coupons.

Definition in file equitymargincouponpricer.hpp.