Coupon with a number of sub-periods. More...
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
Go to the source code of this file.
Classes | |
class | SubPeriodsCoupon1 |
Sub-periods coupon. More... | |
class | SubPeriodsLeg1 |
helper class building a sequence of sub-period coupons More... | |
Namespaces | |
namespace | QuantExt |