digitalcoupon(3)
NAME
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
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