DigitalIborCoupon Class Reference

#include <ql/cashflows/digitaliborcoupon.hpp>

Inheritance diagram for DigitalIborCoupon:

List of all members.


Detailed Description

Ibor rate coupon with digital digital call/put option.

Public Member Functions

 DigitalIborCoupon (const boost::shared_ptr< IborCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())
Visitability
virtual void accept (AcyclicVisitor &)