|  | 
| 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 
 | 
|  |