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Reference manual - version qle_version
Classes
cappedflooredaveragebmacoupon.hpp File Reference

coupon paying a capped / floored average bma rate More...

#include <ql/cashflows/averagebmacoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>

Classes

class  CappedFlooredAverageBMACoupon
 
class  CapFlooredAverageBMACouponPricer
 capped floored averaged indexed coupon pricer base class More...
 

Detailed Description

coupon paying a capped / floored average bma rate