ql/cashflows/iborcoupon.hpp File Reference


Detailed Description

Coupon paying a Libor-type index.

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>

Include dependency graph for iborcoupon.hpp:


Namespaces

namespace  QuantLib

Classes

class  IborCoupon
 Coupon paying a Libor-type index More...
class  IborLeg
 helper class building a sequence of capped/floored ibor-rate coupons More...