multipleresetscoupon.hpp File Reference

Coupon compounding or averaging multiple fixings. More...

#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/rateaveraging.hpp>
#include <ql/time/schedule.hpp>
#include <vector>

Go to the source code of this file.

Classes
class	MultipleResetsCoupon
	multiple-reset coupon More...
class	MultipleResetsPricer
class	AveragingMultipleResetsPricer
class	CompoundingMultipleResetsPricer
class	MultipleResetsLeg
	helper class building a sequence of multiple-reset coupons More...
class	SubPeriodsLeg

Namespaces
namespace	QuantLib

Typedefs
typedef MultipleResetsCoupon	SubPeriodsCoupon
typedef MultipleResetsPricer	SubPeriodsPricer
typedef AveragingMultipleResetsPricer	AveragingRatePricer
typedef CompoundingMultipleResetsPricer	CompoundingRatePricer

Detailed Description

Coupon compounding or averaging multiple fixings.

Definition in file multipleresetscoupon.hpp.