QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Coupon paying a fixed annual rate.
Definition in file fixedratecoupon.hpp.