ql/cashflows/rangeaccrual.hpp File Reference


Detailed Description

range-accrual coupon

#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
#include <vector>

Include dependency graph for rangeaccrual.hpp:


Namespaces

namespace  QuantLib

Classes

class  RangeAccrualLeg
 helper class building a sequence of range-accrual floating-rate coupons More...