averagebmacoupon.hpp File Reference

coupon paying a weighted average of BMA-index fixings More...

Include dependency graph for averagebmacoupon.hpp:

Classes

class  AverageBMACoupon
 Average BMA coupon. More...
 
class  AverageBMALeg
 helper class building a sequence of average BMA coupons More...
 

Namespaces

 QuantLib
 

Detailed Description

coupon paying a weighted average of BMA-index fixings