range-accrual coupon More...
#include <ql/termstructures/volatility/smilesection.hpp>#include <ql/cashflows/couponpricer.hpp>#include <ql/cashflows/floatingratecoupon.hpp>#include <ql/time/schedule.hpp>#include <vector>
Classes | |
| class | RangeAccrualLeg |
| helper class building a sequence of range-accrual floating-rate coupons More... | |
range-accrual coupon