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