Coupon Class Reference
#include <ql/CashFlows/coupon.hpp>
Inheritance diagram for Coupon:

Detailed Description
coupon accruing over a fixed periodThis class implements part of the CashFlow interface but it is still abstract and provides derived classes with methods for accrual period calculations.
Public Member Functions | |
Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) | |
Partial CashFlow interface | |
Date | date () const |
Inspectors | |
Real | nominal () const |
const Date & | accrualStartDate () const |
start of the accrual period | |
const Date & | accrualEndDate () const |
end of the accrual period | |
Time | accrualPeriod () const |
accrual period as fraction of year | |
Integer | accrualDays () const |
accrual period in days | |
virtual Rate | rate () const =0 |
accrued rate | |
virtual DayCounter | dayCounter () const =0 |
day counter for accrual calculation | |
virtual Real | accruedAmount (const Date &) const =0 |
accrued amount at the given date | |
Visitability | |
virtual void | accept (AcyclicVisitor &) |
Protected Attributes | |
Real | nominal_ |
Date | paymentDate_ |
Date | accrualStartDate_ |
Date | accrualEndDate_ |
Date | refPeriodStart_ |
Date | refPeriodEnd_ |
Constructor & Destructor Documentation
|
|
Member Function Documentation
|
Implements CashFlow. |