ql/cashflows/averagebmacoupon.hpp File Reference

coupon paying a weighted average of BMA-index fixings More...

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/bmaindex.hpp>

Include dependency graph for averagebmacoupon.hpp:


Classes

class  AverageBMACoupon
 Average BMA coupon. More...
class  AverageBMALeg
 helper class building a sequence of average BMA coupons More...

Detailed Description

coupon paying a weighted average of BMA-index fixings