AverageBMACoupon (3) Linux Manual Page
NAME
ql/cashflows/averagebmacoupon.hpp – coupon paying a weighted average of BMA-index fixings
SYNOPSIS
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/bmaindex.hpp>
Classes
class AverageBMACoupon
Average BMA coupon.
class AverageBMALeg
helper class building a sequence of average BMA coupons
Detailed Description
coupon paying a weighted average of BMA-index fixings
Author
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