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overnightindexedcoupon.hpp File Reference

coupon paying the compounded daily overnight rate More...

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Classes

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

Namespaces

namespace  QuantLib

Detailed Description

coupon paying the compounded daily overnight rate

Definition in file overnightindexedcoupon.hpp.


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