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Sourcecode: quantlib version File versions

floatingratecoupon.hpp File Reference


Detailed Description

Coupon paying a variable index-based rate.

Definition in file floatingratecoupon.hpp.

#include <ql/cashflows/coupon.hpp>
#include <ql/handle.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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