ShortFloatingRateCoupon Class Reference

#include <ql/CashFlows/shortfloatingcoupon.hpp>

Inheritance diagram for ShortFloatingRateCoupon:

Inheritance graph
[legend]
List of all members.

Detailed Description

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

 ShortFloatingRateCoupon (double nominal, const Date &paymentDate, const Handle< Xibor > &index, const Date &startDate, const Date &endDate, int fixingDays, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())
double amount () const
 throws when an interpolated fixing is needed

Visitability
virtual void accept (AcyclicVisitor &)


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen