floatingratefxlinkednotionalcoupon.hpp File Reference

Coupon paying a Libor-type index but with an FX linked notional. More...

#include <ql/cashflows/floatingratecoupon.hpp>
#include <qle/cashflows/fxlinkedcashflow.hpp>

Go to the source code of this file.

Classes
class	FloatingRateFXLinkedNotionalCoupon

Namespaces
namespace	QuantExt

Detailed Description

Coupon paying a Libor-type index but with an FX linked notional.

Definition in file floatingratefxlinkednotionalcoupon.hpp.