Coupon paying a Libor-type index. More...
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>
Classes | |
class | IborCoupon |
Coupon paying a Libor-type index More... | |
class | IborLeg |
helper class building a sequence of capped/floored ibor-rate coupons More... | |
Namespaces | |
namespace | QuantLib |
Coupon paying a Libor-type index.