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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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Coupon paying a variable index-based rate. More...
#include <ql/cashflows/coupon.hpp>#include <ql/patterns/visitor.hpp>#include <ql/patterns/lazyobject.hpp>#include <ql/time/daycounter.hpp>#include <ql/handle.hpp>Go to the source code of this file.
Classes | |
| class | FloatingRateCoupon |
| base floating-rate coupon class More... | |
Namespaces | |
| namespace | QuantLib |
Coupon paying a variable index-based rate.
Definition in file floatingratecoupon.hpp.