DigitalCmsCoupon Class Reference
Cms-rate coupon with digital digital call/put option. More...
#include <ql/cashflows/digitalcmscoupon.hpp>
Inheritance diagram for DigitalCmsCoupon:

Public Member Functions | |
DigitalCmsCoupon (const boost::shared_ptr< CmsCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >()) | |
Visitability | |
virtual void | accept (AcyclicVisitor &) |
Detailed Description
Cms-rate coupon with digital digital call/put option.