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Reference manual - version qle_version
Classes
averageonindexedcouponpricer.hpp File Reference

Pricer for average overnight indexed coupons. More...

#include <qle/cashflows/averageonindexedcoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>

Classes

class  AverageONIndexedCouponPricer
 Pricer for average overnight indexed coupons. More...
 

Detailed Description

Pricer for average overnight indexed coupons.

\ingroup cashflows