coupon paying a weighted average of BMA-index fixings More...
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/bmaindex.hpp>
Classes | |
class | AverageBMACoupon |
Average BMA coupon. More... | |
class | AverageBMALeg |
helper class building a sequence of average BMA coupons More... |
coupon paying a weighted average of BMA-index fixings