ql/cashflows/capflooredcoupon.hpp File Reference


Detailed Description

Floating rate coupon with additional cap/floor.

#include <ql/cashflows/iborcoupon.hpp>
#include <ql/cashflows/cmscoupon.hpp>
#include <ql/utilities/null.hpp>

Include dependency graph for capflooredcoupon.hpp:


Namespaces

namespace  QuantLib

Classes

class  CappedFlooredCoupon
 Capped and/or floored floating-rate coupon. More...