digitalcmscoupon.hpp File Reference

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

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

Go to the source code of this file.

Classes
class	DigitalCmsCoupon
	Cms-rate coupon with digital digital call/put option. More...
class	DigitalCmsLeg
	helper class building a sequence of digital ibor-rate coupons More...

Namespaces
namespace	QuantLib

Detailed Description

Cms-rate coupon with digital call/put option.

Definition in file digitalcmscoupon.hpp.