iborcoupon.hpp File Reference

Coupon paying a Libor-type index. More...

Include dependency graph for iborcoupon.hpp:

Classes

class  IborCoupon
 Coupon paying a Libor-type index More...
 
class  IborLeg
 helper class building a sequence of capped/floored ibor-rate coupons More...
 

Namespaces

 QuantLib
 

Detailed Description

Coupon paying a Libor-type index.