rangeaccrual (3) Linux Manual Page

ql/cashflows/rangeaccrual.hpp – range-accrual coupon

Synopsis

#include <ql/termstructures/volatility/smilesection.hpp>

#include <ql/cashflows/couponpricer.hpp>

#include <ql/cashflows/floatingratecoupon.hpp>

#include <ql/time/schedule.hpp>

#include <vector>

Classes

class RangeAccrualLeg
helper class building a sequence of range-accrual floating-rate coupons

Detailed Description

range-accrual coupon

Author

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