UpFrontIndexedCoupon Class Reference
#include <ql/CashFlows/upfrontindexedcoupon.hpp>
Inheritance diagram for UpFrontIndexedCoupon:

Detailed Description
up front 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 | |
UpFrontIndexedCoupon (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()) | |
FloatingRateCoupon interface | |
Date | fixingDate () const |
fixing date | |
Visitability | |
virtual void | accept (AcyclicVisitor &) |
Protected Attributes | |
Calendar | calendar_ |