averageoiscouponpricer.hpp File Reference

pricer for arithmetically-averaged overnight-indexed coupons More...

#include <ql/cashflows/overnightindexedcoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>

Go to the source code of this file.

Classes
class	ArithmeticAveragedOvernightIndexedCouponPricer

Namespaces
namespace	QuantLib

Detailed Description

pricer for arithmetically-averaged overnight-indexed coupons

Definition in file averageoiscouponpricer.hpp.