QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Ibor-rate coupon with digital call/put option.
Definition in file digitaliborcoupon.hpp.