QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
Loading...
Searching...
No Matches
Classes | Namespaces
capflooredcoupon.hpp File Reference

Floating rate coupon with additional cap/floor. More...

#include <ql/cashflows/iborcoupon.hpp>
#include <ql/cashflows/cmscoupon.hpp>
#include <ql/utilities/null.hpp>

Go to the source code of this file.

Classes

class  CappedFlooredCoupon
 Capped and/or floored floating-rate coupon. More...
 
class  CappedFlooredIborCoupon
 
class  CappedFlooredCmsCoupon
 

Namespaces

namespace  QuantLib
 

Detailed Description

Floating rate coupon with additional cap/floor.

Definition in file capflooredcoupon.hpp.