QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Coupon paying a Libor-type index. More...
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/patterns/singleton.hpp>
#include <ql/time/schedule.hpp>
#include <ql/optional.hpp>
Go to the source code of this file.
Classes | |
class | IborCoupon |
Coupon paying a Libor-type index More... | |
class | IborCoupon::Settings |
Per-session settings for IborCoupon class. More... | |
class | IborLeg |
helper class building a sequence of capped/floored ibor-rate coupons More... | |
Namespaces | |
namespace | QuantLib |
Coupon paying a Libor-type index.
Definition in file iborcoupon.hpp.