digitalcmsspreadcoupon.hpp File Reference

Cms-spread-rate coupon with digital call/put option. More...

#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/experimental/coupons/cmsspreadcoupon.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Classes
class	DigitalCmsSpreadCoupon
	Cms-spread-rate coupon with digital digital call/put option. More...
class	DigitalCmsSpreadLeg
	helper class building a sequence of digital ibor-rate coupons More...

Namespaces
namespace	QuantLib

Detailed Description

Cms-spread-rate coupon with digital call/put option.

Definition in file digitalcmsspreadcoupon.hpp.