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iborcoupon.hpp File Reference


Detailed Description

Coupon paying a Libor-type index.

Definition in file iborcoupon.hpp.

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::IborCoupon
 Coupon paying a Libor-type index More...
class  QuantLib::IborLeg
 helper class building a sequence of capped/floored ibor-rate coupons More...


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