QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Floating-rate coupon with digital call/put option. More...
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/replication.hpp>
#include <ql/position.hpp>
#include <ql/utilities/null.hpp>
Go to the source code of this file.
Classes | |
class | DigitalCoupon |
Digital-payoff coupon. More... | |
Namespaces | |
namespace | QuantLib |
Floating-rate coupon with digital call/put option.
Definition in file digitalcoupon.hpp.