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averagebmacoupon.hpp File Reference

Detailed Description

coupon paying a weighted average of BMA-index fixings

Definition in file averagebmacoupon.hpp.

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/bmaindex.hpp>

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::AverageBMACoupon
 Average BMA coupon. More...
class  QuantLib::AverageBMALeg
 helper class building a sequence of average BMA coupons More...

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