black average bma coupon pricer for capped / floored BMA coupons More...
#include <qle/cashflows/cappedflooredaveragebmacoupon.hpp>
#include <ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp>
Classes | |
class | BlackAverageBMACouponPricer |
black average bma coupon pricer for capped / floored BMA coupons