equitymargincoupon.hpp File Reference

coupon paying the return on an equity More...

#include <ql/cashflows/coupon.hpp>
#include <ql/handle.hpp>
#include <ql/patterns/visitor.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
#include <qle/indexes/equityindex.hpp>
#include <qle/indexes/fxindex.hpp>

Classes
class	EquityMarginCoupon
	equity coupon More...
class	EquityMarginLeg
	helper class building a sequence of equity margin coupons More...

Detailed Description

coupon paying the return on an equity