QuantLib_DigitalIborCoupon man page

DigitalIborCoupon — Ibor rate coupon with digital digital call/put option.  


#include <ql/cashflows/digitaliborcoupon.hpp>

Inherits DigitalCoupon.

Public Member Functions

DigitalIborCoupon (const boost::shared_ptr< IborCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const boost::shared_ptr< DigitalReplication > &replication=boost::shared_ptr< DigitalReplication >(new DigitalReplication))


virtual void accept (AcyclicVisitor &)

Additional Inherited Members

Detailed Description

Ibor rate coupon with digital digital call/put option.


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Referenced By

The man page DigitalIborCoupon(3) is an alias of QuantLib_DigitalIborCoupon(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib