ql/CashFlows/shortfloatingcoupon.hpp File Reference


Detailed Description

Short (or long) coupon at par on a term structure.

#include <ql/CashFlows/parcoupon.hpp>
#include <ql/CashFlows/shortindexedcoupon.hpp>

Include dependency graph for shortfloatingcoupon.hpp:

Include dependency graph

Namespaces

namespace  QuantLib

Classes

class  Short< ParCoupon >
 Short coupon at par on a term structure More...

Typedefs

typedef Short< ParCoupon > ShortFloatingRateCoupon

Typedef Documentation

typedef Short<ParCoupon> ShortFloatingRateCoupon
 

Deprecated:
use Short<ParCoupon> instead


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen