iborcoupon (3) - Linux Manuals

iborcoupon: Coupon paying a Libor-type index.

NAME

ql/cashflows/iborcoupon.hpp - Coupon paying a Libor-type index.

SYNOPSIS

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

Classes

class IborCoupon
Coupon paying a Libor-type index
class IborLeg
helper class building a sequence of capped/floored ibor-rate coupons

Detailed Description

Coupon paying a Libor-type index.

Author

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