ql/experimental/coupons/subperiodcoupons.hpp File Reference

averaging coupons More...

#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
#include <vector>

Include dependency graph for subperiodcoupons.hpp:


Detailed Description

averaging coupons