iborcoupon.hpp File Reference

Coupon paying a Libor-type index. More...

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/patterns/singleton.hpp>
#include <ql/time/schedule.hpp>
#include <ql/optional.hpp>

Go to the source code of this file.

Classes
class	IborCoupon
	Coupon paying a Libor-type index More...
class	IborCoupon::Settings
	Per-session settings for IborCoupon class. More...
class	IborLeg
	helper class building a sequence of capped/floored ibor-rate coupons More...

Namespaces
namespace	QuantLib

Detailed Description

Coupon paying a Libor-type index.

Definition in file iborcoupon.hpp.