ql/cashflows/overnightindexedcoupon.hpp File Reference
coupon paying the compounded daily overnight rate More...
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>
Include dependency graph for overnightindexedcoupon.hpp:

Classes | |
| class | OvernightIndexedCoupon |
| overnight coupon More... | |
| class | OvernightLeg |
| helper class building a sequence of overnight coupons More... | |
Detailed Description
coupon paying the compounded daily overnight rate