coupon paying the compounded daily overnight rate More...
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>
Classes | |
class | OvernightIndexedCoupon |
overnight coupon More... | |
class | OvernightLeg |
helper class building a sequence of overnight coupons More... | |
Namespaces | |
QuantLib | |
coupon paying the compounded daily overnight rate