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

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
 

Detailed Description

Floating-rate coupon with digital call/put option.

Definition in file digitalcoupon.hpp.