Short< ParCoupon > Class Template Reference
#include <ql/CashFlows/shortfloatingcoupon.hpp>
Inheritance diagram for Short< ParCoupon >:

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 &) |