subperiodcoupon.hpp File Reference

averaging coupons More...

#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/rateaveraging.hpp>
#include <ql/time/schedule.hpp>
#include <vector>

Go to the source code of this file.

Classes
class	SubPeriodsCoupon
	sub-periods coupon More...
class	SubPeriodsPricer
class	AveragingRatePricer
class	CompoundingRatePricer
class	SubPeriodsLeg
	helper class building a sequence of overnight coupons More...

Namespaces
namespace	QuantLib

Detailed Description

averaging coupons

Definition in file subperiodcoupon.hpp.