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Sourcecode: quantlib version File versions  Download package

subperiodcoupons.hpp File Reference


Detailed Description

averaging coupons

Definition in file subperiodcoupons.hpp.

#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
#include <vector>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::AveragingRatePricer
class  QuantLib::CompoundingRatePricer
class  QuantLib::SubPeriodsCoupon
class  QuantLib::SubPeriodsPricer


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