Logo Search packages:      
Sourcecode: quantlib version File versions  Download package

Classes | Namespaces

iborcoupon.hpp File Reference

Coupon paying a Libor-type index. More...

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>
Include dependency graph for iborcoupon.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.


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...


namespace  QuantLib

Detailed Description

Coupon paying a Libor-type index.

Definition in file iborcoupon.hpp.

Generated by  Doxygen 1.6.0   Back to index