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...