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>

Go to the source code of this file.

Classes
class	DigitalCoupon
	Digital-payoff coupon. More...

Namespaces
namespace	QuantLib

Detailed Description

Floating-rate coupon with digital call/put option.

Definition in file digitalcoupon.hpp.