AverageBMACoupon (3) Linux Manual Page

ql/cashflows/averagebmacoupon.hpp – coupon paying a weighted average of BMA-index fixings

Synopsis

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/bmaindex.hpp>

Classes

class AverageBMACoupon
Average BMA coupon.
class AverageBMALeg
helper class building a sequence of average BMA coupons

Detailed Description

coupon paying a weighted average of BMA-index fixings

Author

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