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Sourcecode: quantlib version File versions  Download package

digitalcmscoupon.hpp File Reference


Detailed Description

Cms-rate coupon with digital call/put option.

Definition in file digitalcmscoupon.hpp.

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

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::DigitalCmsCoupon
 Cms-rate coupon with digital digital call/put option. More...
class  QuantLib::DigitalCmsLeg
 helper class building a sequence of digital ibor-rate coupons More...


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