averageonindexedcoupon.hpp File Reference

coupon paying the weighted average of the daily overnight rate More...

#include <ql/cashflows/couponpricer.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>

Classes
class	AverageONIndexedCoupon
	average overnight coupon More...
class	CappedFlooredAverageONIndexedCoupon
	capped floored overnight indexed coupon More...
class	CapFlooredAverageONIndexedCouponPricer
	capped floored averaged indexed coupon pricer base class More...
class	AverageONLeg
	helper class building a sequence of overnight coupons More...

Detailed Description

coupon paying the weighted average of the daily overnight rate

\ingroup cashflows