QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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strips the embedded option from cap floored coupons More...
#include <ql/cashflows/capflooredcoupon.hpp>
Go to the source code of this file.
Classes | |
class | StrippedCappedFlooredCoupon |
class | StrippedCappedFlooredCouponLeg |
Namespaces | |
namespace | QuantLib |
strips the embedded option from cap floored coupons
Definition in file strippedcapflooredcoupon.hpp.