ql/cashflows/cmscoupon.hpp File Reference

CMS coupon. More...

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

Include dependency graph for cmscoupon.hpp:


Classes

class  CmsCoupon
 CMS coupon class. More...
class  CmsLeg
 helper class building a sequence of capped/floored cms-rate coupons More...

Detailed Description

CMS coupon.