formulabasedcoupon.hpp File Reference

formula based coupon More...

#include <qle/indexes/formulabasedindex.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/time/schedule.hpp>
#include <qle/termstructures/correlationtermstructure.hpp>

Go to the source code of this file.

Classes
class	FormulaBasedCoupon
	formula based coupon class More...
class	FormulaBasedLeg
	helper class building a sequence of formula based coupons More...
class	FormulaBasedCouponPricer
	base pricer for formula based coupons More...

Namespaces
namespace	QuantExt

Detailed Description

formula based coupon

Definition in file formulabasedcoupon.hpp.