ParCoupon Class Reference
#include <ql/CashFlows/parcoupon.hpp>
Inheritance diagram for ParCoupon:

Detailed Description
coupon at par on a term structure
- Warning:
- This class does not perform any date adjustment, i.e., the start and end date passed upon construction should be already rolled to a business day.
Public Member Functions | |
ParCoupon (const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Integer fixingDays, const boost::shared_ptr< Xibor > &index, const Real gearing=1.0, const Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter()) | |
Coupon interface | |
Rate | rate () const |
accrued rate | |
Visitability | |
virtual void | accept (AcyclicVisitor &) |