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... |