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Sourcecode: quantlib version File versions  Download package

overnightindexedcoupon.hpp File Reference

Detailed Description

coupon paying the compounded daily overnight rate

Definition in file overnightindexedcoupon.hpp.

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

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::OvernightIndexedCoupon
 overnight coupon More...
class  QuantLib::OvernightLeg
 helper class building a sequence of overnight coupons More...

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