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

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
 

Detailed Description

Coupon paying a Libor-type index.

Definition in file iborcoupon.hpp.