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averagebmacoupon.hpp File Reference

coupon paying a weighted average of BMA-index fixings More...

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Classes

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

Namespaces

namespace  QuantLib

Detailed Description

coupon paying a weighted average of BMA-index fixings

Definition in file averagebmacoupon.hpp.


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