Ibor-rate coupon with digital call/put option. More...
#include <ql/cashflows/digitalcoupon.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/time/schedule.hpp>
Classes | |
class | DigitalIborCoupon |
Ibor rate coupon with digital digital call/put option. More... | |
class | DigitalIborLeg |
helper class building a sequence of digital ibor-rate coupons More... |
Ibor-rate coupon with digital call/put option.