digitalcmscoupon (3) - Linux Manuals

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

NAME

ql/cashflows/digitalcmscoupon.hpp - Cms-rate coupon with digital call/put option.

SYNOPSIS

#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/cashflows/cmscoupon.hpp>
#include <ql/time/schedule.hpp>

Classes

class DigitalCmsCoupon
Cms-rate coupon with digital digital call/put option.
class DigitalCmsLeg
helper class building a sequence of digital ibor-rate coupons

Detailed Description

Cms-rate coupon with digital call/put option.

Author

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