blackaveragebmacouponpricer.hpp File Reference

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

Detailed Description

black average bma coupon pricer for capped / floored BMA coupons