coupons Directory Reference

Files
file	cmsspreadcoupon.cpp [code]
file	cmsspreadcoupon.hpp [code]
	CMS spread coupon.
file	digitalcmsspreadcoupon.cpp [code]
file	digitalcmsspreadcoupon.hpp [code]
	Cms-spread-rate coupon with digital call/put option.
file	lognormalcmsspreadpricer.cpp [code]
file	lognormalcmsspreadpricer.hpp [code]
	cms spread coupon pricer as in Brigo, Mercurio, 13.6.2, with extensions for shifted lognormal and normal dynamics as described in http://ssrn.com/abstract=2686998
file	proxyibor.cpp [code]
file	proxyibor.hpp [code]
	IborIndex calculated as proxy of some other IborIndex.
file	quantocouponpricer.cpp [code]
file	quantocouponpricer.hpp [code]
	quanto-adjusted coupon
file	strippedcapflooredcoupon.cpp [code]
file	strippedcapflooredcoupon.hpp [code]
	strips the embedded option from cap floored coupons
file	swapspreadindex.cpp [code]
file	swapspreadindex.hpp [code]
	swap-rate spread indexes