ql/cashflows/digitalcoupon.hpp File Reference
Detailed Description
Floating-rate coupon with digital call/put option.
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/replication.hpp>
#include <ql/position.hpp>
#include <ql/utilities/null.hpp>
Include dependency graph for digitalcoupon.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | DigitalCoupon |
Digital-payoff coupon. More... |