ql/cashflows/digitalcoupon.hpp File Reference


Detailed Description

Floating-rate coupon with digital call/put option.

#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/replication.hpp>
#include <ql/position.hpp>
#include <ql/utilities/null.hpp>

Include dependency graph for digitalcoupon.hpp:


Namespaces

namespace  QuantLib

Classes

class  DigitalCoupon
 Digital-payoff coupon. More...