Floating-rate coupon with digital call/put option. More...
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/replication.hpp>
#include <ql/position.hpp>
#include <ql/utilities/null.hpp>
Classes | |
class | DigitalCoupon |
Digital-payoff coupon. More... | |
Namespaces | |
namespace | QuantLib |
Floating-rate coupon with digital call/put option.