interpolatediborcoupon.hpp File Reference

Coupon paying an interpolated ibor fixing. More...

#include <qle/indexes/interpolatediborindex.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/iborindex.hpp>

Classes
class	InterpolatedIborCoupon

Detailed Description

Coupon paying an interpolated ibor fixing.