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

Ibor-rate coupon with digital call/put option. More...

#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Classes

class  DigitalIborCoupon
 Ibor rate coupon with digital digital call/put option. More...
 
class  DigitalIborLeg
 helper class building a sequence of digital ibor-rate coupons More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Ibor-rate coupon with digital call/put option.

Definition in file digitaliborcoupon.hpp.