digitaliborcoupon(3)
NAME
ql/cashflows/digitaliborcoupon.hpp – Ibor-rate coupon with digital call/put option.
SYNOPSIS
#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/time/schedule.hpp>
Classes
class DigitalIborCoupon
Ibor rate coupon with digital digital call/put option.
class DigitalIborLeg
helper class building a sequence of digital ibor-rate coupons
Detailed Description
Ibor-rate coupon with digital call/put option.
Author
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