ql/cashflows/digitalcoupon.hpp File Reference
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>
Include dependency graph for digitalcoupon.hpp:

Classes | |
| class | DigitalCoupon |
| Digital-payoff coupon. More... | |
Detailed Description
Floating-rate coupon with digital call/put option.