Coupon paying a Forward rate aggreement payoff with and ibor-type index underlying
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#include <qle/cashflows/iborfracoupon.hpp>
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| IborFraCoupon (const QuantLib::Date &startDate, const QuantLib::Date &endDate, QuantLib::Real nominal, const boost::shared_ptr< QuantLib::IborIndex > &index, const double strikeRate) |
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QuantLib::Real | amount () const override |
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Coupon paying a Forward rate aggreement payoff with and ibor-type index underlying