cmsspreadcoupon.hpp File Reference

CMS spread coupon. More...

#include <ql/cashflows/capflooredcoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/experimental/coupons/swapspreadindex.hpp>
#include <ql/time/schedule.hpp>
#include <utility>

Go to the source code of this file.

Classes
class	CmsSpreadCoupon
	CMS spread coupon class. More...
class	CappedFlooredCmsSpreadCoupon
class	CmsSpreadLeg
	helper class building a sequence of capped/floored cms-spread-rate coupons More...
class	CmsSpreadCouponPricer
	base pricer for vanilla CMS spread coupons More...

Namespaces
namespace	QuantLib

Detailed Description

CMS spread coupon.

Definition in file cmsspreadcoupon.hpp.