strippedcapflooredcoupon.hpp File Reference

strips the embedded option from cap floored coupons More...

#include <ql/cashflows/capflooredcoupon.hpp>

Go to the source code of this file.

Classes
class	StrippedCappedFlooredCoupon
class	StrippedCappedFlooredCouponLeg

Namespaces
namespace	QuantLib

Detailed Description

strips the embedded option from cap floored coupons

Definition in file strippedcapflooredcoupon.hpp.