ql/cashflows/digitalcoupon.hpp File Reference

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

#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:

Classes

class  DigitalCoupon
 Digital-payoff coupon. More...

Detailed Description

Floating-rate coupon with digital call/put option.