averagebmacoupon.hpp File Reference

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

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

Go to the source code of this file.

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

Namespaces
namespace	QuantLib

Detailed Description

coupon paying a weighted average of BMA-index fixings

Definition in file averagebmacoupon.hpp.