IndexedCoupon Class Reference
#include <ql/CashFlows/indexedcoupon.hpp>
Inheritance diagram for IndexedCoupon:

Detailed Description
Base indexed coupon class.
- 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 | |
IndexedCoupon (Real nominal, const Date &paymentDate, const boost::shared_ptr< Index > &index, const Date &startDate, const Date &endDate, Integer fixingDays, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter()) | |
CashFlow interface | |
Real | amount () const |
returns the amount of the cash flow | |
Coupon interface | |
DayCounter | dayCounter () const |
day counter for accrual calculation | |
FloatingRateCoupon interface | |
Rate | indexFixing () const |
fixing of the underlying index | |
Inspectors | |
const boost::shared_ptr< Index > & | index () const |
Observer interface | |
void | update () |
Visitability | |
virtual void | accept (AcyclicVisitor &) |
Member Function Documentation
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returns the amount of the cash flow
Implements CashFlow. |
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This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes. Implements Observer. |