overnightindexedcoupon.hpp File Reference

coupon paying the compounded daily overnight rate More...

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/rateaveraging.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Classes
class	OvernightIndexedCoupon
	overnight coupon More...
class	OvernightLeg
	helper class building a sequence of overnight coupons More...

Namespaces
namespace	QuantLib

Detailed Description

coupon paying the compounded daily overnight rate

Definition in file overnightindexedcoupon.hpp.