digitaliborcoupon (3) - Linux Manuals

digitaliborcoupon: Ibor-rate coupon with digital call/put option.

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

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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