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  • Committer: Bazaar Package Importer
  • Author(s): Dirk Eddelbuettel
  • Date: 2007-12-25 12:30:57 UTC
  • mfrom: (1.2.8 upstream) (3.1.2 lenny)
  • Revision ID: james.westby@ubuntu.com-20071225123057-s8kt5k39yusaaw69
Tags: 0.9.0-1
* New upstream release
* As before, re-packaged upstream file QuantLib-docs-0.9.0.html.tar.gz 
  as described in the copyright file included with the Debian package.

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html/class_quant_lib_1_1_digital_cms_coupon.html
 
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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN">
 
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<html>
 
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<head>
 
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<meta http-equiv="Content-Type" content="text/html;charset=UTF-8">
 
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<meta name="robots" content="none">
 
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<title>QuantLib: DigitalCmsCoupon Class Reference</title>
 
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<link rel="stylesheet" href="quantlib.css" type="text/css">
 
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<link rel="stylesheet" href="print.css" type="text/css" media="print">
 
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<link rel="shortcut icon" href="favicon.ico" type="image/x-icon">
 
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<link rel="icon" href="favicon.ico" type="image/x-icon">
 
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</head>
 
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<body>
 
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<div id="container">
 
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<div id="header">
 
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<img class="titleimage"
 
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 src="QL-title.jpg" width="212" height="47" border="0"
 
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 alt="QuantLib">
 
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<br>
 
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
 
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</div>
 
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<div id="menu">
 
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<h3 class="navbartitle">Version 0.9.0</h3>
 
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<hr>
 
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<h3 class="navbartitle">Getting started</h3>
 
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<ul class="navbarlist">
 
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<li class="navlink"><a href="index.html">Introduction</a></li>
 
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<li class="navlink"><a href="overview.html">Project overview</a></li>
 
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<li class="navlink"><a href="where.html">Where to get QuantLib</a></li>
 
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<li class="navlink"><a href="install.html">Installation</a></li>
 
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<li class="navlink"><a href="config.html">Configuration</a></li>
 
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<li class="navlink"><a href="usage.html">Usage</a></li>
 
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<li class="navlink"><a href="history.html">Version history</a></li>
 
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<li class="navlink"><a href="resources.html">Additional resources</a></li>
 
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<li class="navlink"><a href="group.html">The QuantLib group</a></li>
 
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<li class="navlink"><a href="license.html">Copyright and license</a></li>
 
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</ul>
 
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<hr>
 
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<h3 class="navbartitle">Reference manual</h3>
 
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<ul class="navbarlist">
 
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<li class="navlink"><a href="modules.html">Modules</a></li>
 
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<li class="navlink"><a href="hierarchy.html">Class Hierarchy</a></li>
 
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<li class="navlink"><a href="annotated.html">Compound List</a></li>
 
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<li class="navlink"><a href="files.html">File List</a></li>
 
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<li class="navlink"><a href="functions.html">Compound Members</a></li>
 
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<li class="navlink"><a href="globals.html">File Members</a></li>
 
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<li class="navlink"><a href="bug.html">Known Bugs</a></li>
 
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<li class="navlink"><a href="caveats.html">Caveats</a></li>
 
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<li class="navlink"><a href="test.html">Test Suite</a></li>
 
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<li class="navlink"><a href="examples.html">Examples</a></li>
 
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</ul>
 
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</div>
 
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<div id="content">
 
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<!--Doxygen-generated content-->
 
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<!-- Generated by Doxygen 1.5.4 -->
 
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<div class="nav">
 
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_digital_cms_coupon.html">DigitalCmsCoupon</a></div>
 
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<h1>DigitalCmsCoupon Class Reference</h1><!-- doxytag: class="QuantLib::DigitalCmsCoupon" --><!-- doxytag: inherits="QuantLib::DigitalCoupon" --><code>#include &lt;ql/cashflows/digitalcmscoupon.hpp&gt;</code>
 
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<p>
 
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<div class="dynheader">
 
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Inheritance diagram for DigitalCmsCoupon:</div>
 
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<div class="dynsection">
 
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<p><center><img src="class_quant_lib_1_1_digital_cms_coupon__inherit__graph.png" border="0" usemap="#_digital_cms_coupon__inherit__map" alt="Inheritance graph"></center>
 
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<map name="_digital_cms_coupon__inherit__map">
 
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<area shape="rect" href="class_quant_lib_1_1_digital_coupon.html" title="Digital&#45;payoff coupon." alt="" coords="20,7,132,33"></map>
 
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
 
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<p>
 
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<a href="class_quant_lib_1_1_digital_cms_coupon-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
 
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Cms-rate coupon with digital digital call/put option. <table border="0" cellpadding="0" cellspacing="0">
 
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<tr><td></td></tr>
 
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="599a52c89048aec18b0f0ff10a984606"></a><!-- doxytag: member="QuantLib::DigitalCmsCoupon::DigitalCmsCoupon" ref="599a52c89048aec18b0f0ff10a984606" args="(const boost::shared_ptr&lt; CmsCoupon &gt; &amp;underlying, Rate callStrike=Null&lt; Rate &gt;(), Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, Rate callDigitalPayoff=Null&lt; Rate &gt;(), Rate putStrike=Null&lt; Rate &gt;(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, Rate putDigitalPayoff=Null&lt; Rate &gt;(), const boost::shared_ptr&lt; DigitalReplication &gt; &amp;replication=boost::shared_ptr&lt; DigitalReplication &gt;())" -->
 
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&nbsp;</td><td class="memItemRight" valign="bottom"><b>DigitalCmsCoupon</b> (const boost::shared_ptr&lt; <a class="el" href="class_quant_lib_1_1_cms_coupon.html">CmsCoupon</a> &gt; &amp;underlying, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> callStrike=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>&lt; <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> &gt;(), Position::Type callPosition=Position::Long, bool isCallATMIncluded=false, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> callDigitalPayoff=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>&lt; <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> &gt;(), <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> putStrike=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>&lt; <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> &gt;(), Position::Type putPosition=Position::Long, bool isPutATMIncluded=false, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> putDigitalPayoff=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>&lt; <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> &gt;(), const boost::shared_ptr&lt; DigitalReplication &gt; &amp;replication=boost::shared_ptr&lt; DigitalReplication &gt;())</td></tr>
 
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<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
 
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<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="896099363a2a409d2485c3ce9e4e4265"></a><!-- doxytag: member="QuantLib::DigitalCmsCoupon::accept" ref="896099363a2a409d2485c3ce9e4e4265" args="(AcyclicVisitor &amp;)" -->
 
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virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &amp;)</td></tr>
 
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</table>
 
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</div>
 
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<div class="footer">
 
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<div class="endmatter">
 
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Documentation generated by
 
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<a href="http://www.doxygen.org">Doxygen</a> 1.5.4
 
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</div>
 
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</div>
 
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</div>
 
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</body>
 
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</html>