ql/cashflows/cmscoupon.hpp File Reference
Detailed Description
CMS coupon.
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
Include dependency graph for cmscoupon.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | CmsCoupon |
CMS coupon class. More... | |
class | CmsLeg |
helper class building a sequence of capped/floored cms-rate coupons More... |