ql/cashflows/digitalcmscoupon.hpp File Reference
Detailed Description
Cms-rate coupon with digital call/put option.
#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/cashflows/cmscoupon.hpp>
#include <ql/time/schedule.hpp>
Include dependency graph for digitalcmscoupon.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | DigitalCmsCoupon |
Cms-rate coupon with digital digital call/put option. More... | |
class | DigitalCmsLeg |
helper class building a sequence of digital ibor-rate coupons More... |