FloatingRateCoupon Class Reference

#include <ql/CashFlows/floatingratecoupon.hpp>

Inheritance diagram for FloatingRateCoupon:

Inheritance graph
[legend]
List of all members.

Detailed Description

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

 FloatingRateCoupon (double nominal, const Date &paymentDate, const Date &startDate, const Date &endDate, int fixingDays, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())
Coupon interface
double accruedAmount (const Date &) const
 accrued amount at the given date

Inspectors
int fixingDays () const
virtual Spread spread () const
virtual Rate fixing () const=0
virtual Date fixingDate () const=0
Visitability
virtual void accept (AcyclicVisitor &)

Protected Attributes

int fixingDays_
Spread spread_


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