Short< ParCoupon > Class Template Reference

#include <ql/CashFlows/shortfloatingcoupon.hpp>

Inheritance diagram for Short< ParCoupon >:

Inheritance graph
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List of all members.

Detailed Description

template<>
class QuantLib::Short< ParCoupon >

Short 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

 Short (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())
Real rate () const
 throws when an interpolated fixing is needed
Visitability
virtual void accept (AcyclicVisitor &)