QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
averagebmacoupon.hpp File Reference

coupon paying a weighted average of BMA-index fixings More...

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/bmaindex.hpp>

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
 

Detailed Description

coupon paying a weighted average of BMA-index fixings

Definition in file averagebmacoupon.hpp.