floatingRateBond.hpp File Reference
File contains definition of FloatingRateBond. More...
#include <instruments/bonds/bond.hpp>
#include <instruments/CashFlowVector.hpp>
#include <interestRates/interestRate.hpp>
#include <dates/timeUnit.hpp>
Go to the source code of this file.
Classes | |
class | julian::FloatingRateBond |
Class implements the bond paying floating coupon. More... | |
Detailed Description
File contains definition of FloatingRateBond.