QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <ql/cashflows/cashflowvectors.hpp>
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/cashflows/capflooredcoupon.hpp>
#include <ql/cashflows/rangeaccrual.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>
Go to the source code of this file.
Namespaces | |
namespace | QuantLib |
namespace | QuantLib::detail |
Functions | |
Rate | effectiveFixedRate (const std::vector< Spread > &spreads, const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i) |
bool | noOption (const std::vector< Rate > &caps, const std::vector< Rate > &floors, Size i) |