DigitalCoupon (3) Linux Manual Page

ql/cashflows/digitalcoupon.hpp – Floating-rate coupon with digital call/put option.

Synopsis

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/replication.hpp>
#include <ql/position.hpp>
#include <ql/utilities/null.hpp>

Classes

class DigitalCoupon
Digital-payoff coupon.

Detailed Description

Floating-rate coupon with digital call/put option.

Author

Generated automatically by Doxygen for QuantLib from the source code.