QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
cmscoupon.hpp File Reference

CMS coupon. More...

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Classes

class  CmsCoupon
 CMS coupon class. More...
 
class  CmsLeg
 helper class building a sequence of capped/floored cms-rate coupons More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

CMS coupon.

Definition in file cmscoupon.hpp.