averagebmacoupon(3)

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

Generated automatically by Doxygen for QuantLib from the source code.

Index