QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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coupon paying a weighted average of BMA-index fixings More...
Go to the source code of this file.
Classes | |
class | AverageBMACoupon |
Average BMA coupon. More... | |
class | AverageBMALeg |
helper class building a sequence of average BMA coupons More... | |
Namespaces | |
namespace | QuantLib |
coupon paying a weighted average of BMA-index fixings
Definition in file averagebmacoupon.hpp.