QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
floatingratecoupon.hpp File Reference

Coupon paying a variable index-based rate. More...

#include <ql/cashflows/coupon.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/handle.hpp>

Go to the source code of this file.

Classes

class  FloatingRateCoupon
 base floating-rate coupon class More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Coupon paying a variable index-based rate.

Definition in file floatingratecoupon.hpp.