coupons Directory Reference

## Files

file | cmsspreadcoupon.hpp
| CMS spread coupon.
file | digitalcmsspreadcoupon.hpp
| Cms-spread-rate coupon with digital call/put option.
file | lognormalcmsspreadpricer.hpp
| cms spread coupon pricer as in Brigo, Mercurio, 13.34 with extensions for shifted lognormal and normal dynamics as in (... add reference ...)
file | proxyibor.hpp
| IborIndex calculated as proxy of some other IborIndex.
file | quantocouponpricer.hpp
| quanto-adjusted coupon
file | strippedcapflooredcoupon.hpp
| strips the embedded option from cap floored coupons
file | subperiodcoupons.hpp
| averaging coupons
file | swapspreadindex.hpp
| swap-rate spread indexes