Short Class Template Reference
#include <ql/CashFlows/shortindexedcoupon.hpp>
Detailed Description
template<class IndexedCouponType>
class QuantLib::Short< IndexedCouponType >
Short indexed coupon
- 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 | |
Short (Real nominal, const Date &paymentDate, const boost::shared_ptr< Xibor > &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()) | |
Real | amount () const |
inhibit calculation |
Member Function Documentation
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inhibit calculation Unlike ParCoupon, this coupon can't calculate its fixing for future dates, either. |