Coupon paying a fixed annual rate. More...
#include <ql/cashflows/coupon.hpp>
#include <ql/interestrate.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
Classes | |
class | FixedRateCoupon |
Coupon paying a fixed interest rate More... | |
class | FixedRateLeg |
helper class building a sequence of fixed rate coupons More... |
Coupon paying a fixed annual rate.