range-accrual coupon More...
#include <ql/termstructures/volatility/smilesection.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
#include <vector>
Classes | |
class | RangeAccrualLeg |
helper class building a sequence of range-accrual floating-rate coupons More... | |
Namespaces | |
namespace | QuantLib |
range-accrual coupon