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

range-accrual coupon More...

#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
#include <vector>

Go to the source code of this file.

Classes

class  RangeAccrualFloatersCoupon
 
class  RangeAccrualPricer
 
class  RangeAccrualPricerByBgm
 
class  RangeAccrualLeg
 helper class building a sequence of range-accrual floating-rate coupons More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

range-accrual coupon

Definition in file rangeaccrual.hpp.