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Sourcecode: quantlib version File versions  Download package

quantocouponpricer.hpp File Reference


Detailed Description

quanto-adjusted coupon

Definition in file quantocouponpricer.hpp.

#include <ql/cashflows/couponpricer.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/quote.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::BlackIborQuantoCouponPricer


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