cashflows.hpp File Reference

some cashflow related utilities. More...

#include <qle/cashflows/overnightindexedcoupon.hpp>
#include <qle/utilities/time.hpp>
#include <ql/cashflows/averagebmacoupon.hpp>

Go to the source code of this file.

Namespaces
namespace	QuantExt

Functions
Real	getOisAtmLevel (const QuantLib::ext::shared_ptr< OvernightIndex > &on, const Date &fixingDate, const Period &rateComputationPeriod)
Real	getBMAAtmLevel (const QuantLib::ext::shared_ptr< BMAIndex > &bma, const Date &fixingDate, const Period &rateComputationPeriod)

Detailed Description

some cashflow related utilities.

Definition in file cashflows.hpp.