overnightindexedcoupon.hpp File Reference

coupon paying the compounded daily overnight rate More...

Include dependency graph for overnightindexedcoupon.hpp:

Classes

class  OvernightIndexedCoupon
 overnight coupon More...
 
class  OvernightLeg
 helper class building a sequence of overnight coupons More...
 

Namespaces

 QuantLib
 

Detailed Description

coupon paying the compounded daily overnight rate