rangeaccrual (3) - Linux Manuals

rangeaccrual: range-accrual coupon

NAME

ql/cashflows/rangeaccrual.hpp - range-accrual coupon

SYNOPSIS

#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
#include <vector>

Classes

class RangeAccrualLeg
helper class building a sequence of range-accrual floating-rate coupons

Detailed Description

range-accrual coupon

Author

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