ql/cashflows/averagebmacoupon.hpp File Reference


Detailed Description

coupon paying a weighted average of BMA-index fixings

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

Include dependency graph for averagebmacoupon.hpp:


Namespaces

namespace  QuantLib

Classes

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