IborFraCoupon Class Reference

Coupon paying a Forward rate aggreement payoff with and ibor-type index underlying More...

#include <qle/cashflows/iborfracoupon.hpp>

Inheritance diagram for IborFraCoupon:

Public Member Functions
	IborFraCoupon (const QuantLib::Date &startDate, const QuantLib::Date &endDate, QuantLib::Real nominal, const QuantLib::ext::shared_ptr< QuantLib::IborIndex > &index, const double strikeRate)
QuantLib::Real	amount () const override

Detailed Description

Coupon paying a Forward rate aggreement payoff with and ibor-type index underlying