QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Floating rate coupon with additional cap/floor.
Definition in file capflooredcoupon.hpp.