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Sourcecode: quantlib version File versions  Download package

digitaliborcoupon.hpp File Reference

Detailed Description

Ibor-rate coupon with digital call/put option.

Definition in file digitaliborcoupon.hpp.

#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::DigitalIborCoupon
 Ibor rate coupon with digital digital call/put option. More...
class  QuantLib::DigitalIborLeg
 helper class building a sequence of digital ibor-rate coupons More...

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