ql/cashflows/iborcoupon.hpp File Reference
Detailed Description
Coupon paying a Libor-type index.
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>
Include dependency graph for iborcoupon.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | IborCoupon |
| Coupon paying a Libor-type index More... | |
| class | IborLeg |
| helper class building a sequence of capped/floored ibor-rate coupons More... | |