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... | |
Floating-rate coupon with digital call/put option.