ql/cashflows/digitaliborcoupon.hpp File Reference

Ibor-rate coupon with digital call/put option. More...

#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/time/schedule.hpp>
Include dependency graph for digitaliborcoupon.hpp:

Classes

class  DigitalIborCoupon
 Ibor rate coupon with digital digital call/put option. More...
class  DigitalIborLeg
 helper class building a sequence of digital ibor-rate coupons More...

Detailed Description

Ibor-rate coupon with digital call/put option.