Constant Maturity Bond yield coupon. More...
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/time/schedule.hpp>
#include <qle/indexes/bondindex.hpp>
Classes | |
class | CmbCoupon |
CMB coupon class. More... | |
class | CmbCouponPricer |
Base pricer for vanilla CMB coupons. More... | |
class | CmbLeg |
helper class building a sequence of capped/floored cmb coupons More... | |
Constant Maturity Bond yield coupon.