QuantLib_DigitalCmsCoupon (3) Linux Manual Page

QuantLib::DigitalCmsCoupon – Cms-rate coupon with digital digital call/put option.

Synopsis

#include <ql/cashflows/digitalcmscoupon.hpp>

Inherits QuantLib::DigitalCoupon.

Public Member Functions

DigitalCmsCoupon (const boost::shared_ptr< CmsCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >())

Visitability

virtual void accept (AcyclicVisitor &)

Detailed Description

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

Author

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