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

Coupon paying a fixed annual rate. More...

#include <ql/cashflows/coupon.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/interestrate.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Classes

class  FixedRateCoupon
 Coupon paying a fixed interest rate More...
 
class  FixedRateLeg
 helper class building a sequence of fixed rate coupons More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Coupon paying a fixed annual rate.

Definition in file fixedratecoupon.hpp.