ql/cashflows/averagebmacoupon.hpp File Reference
coupon paying a weighted average of BMA-index fixings More...
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/bmaindex.hpp>
Include dependency graph for averagebmacoupon.hpp:

Classes | |
| class | AverageBMACoupon |
| Average BMA coupon. More... | |
| class | AverageBMALeg |
| helper class building a sequence of average BMA coupons More... | |
Detailed Description
coupon paying a weighted average of BMA-index fixings