QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
coupons Directory Reference

Files

file  lineartsrpricer.hpp
 linear terminal swap rate model for cms coupon pricing
 
file  proxyibor.hpp
 IborIndex calculated as proxy of some other IborIndex.
 
file  quantocouponpricer.hpp
 quanto-adjusted coupon
 
file  subperiodcoupons.hpp
 averaging coupons