rangeaccrual.hpp File Reference

range-accrual coupon More...

#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
#include <vector>

Go to the source code of this file.

Classes
class	RangeAccrualFloatersCoupon
class	RangeAccrualPricer
class	RangeAccrualPricerByBgm
class	RangeAccrualLeg
	helper class building a sequence of range-accrual floating-rate coupons More...

Namespaces
namespace	QuantLib

Detailed Description

range-accrual coupon

Definition in file rangeaccrual.hpp.