digitalcoupon (3) - Linux Manuals

digitalcoupon: Floating-rate coupon with digital call/put option.

Command to display digitalcoupon manual in Linux: $ man 3 digitalcoupon

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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