coupon paying the compounded daily overnight rate More...
#include <ql/cashflows/floatingratecoupon.hpp>#include <ql/indexes/iborindex.hpp>#include <ql/time/schedule.hpp>
Classes | |
| class | OvernightIndexedCoupon |
| overnight coupon More... | |
| class | OvernightLeg |
| helper class building a sequence of overnight coupons More... | |
coupon paying the compounded daily overnight rate