QuantLib 0.3.6
User manual
Introduction to QuantLib
QuantLib components
Reference manual
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Short Class Template Reference#include <ql/CashFlows/shortindexedcoupon.hpp>
List of all members.
Detailed Description
template<class IndexedCouponType>
class QuantLib::Short< IndexedCouponType >
Short indexed coupon
- 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.
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Public Member Functions |
| Short (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(), const DayCounter &dayCounter=DayCounter()) |
double | amount () const |
| inhibit calculation
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Member Function Documentation
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inhibit calculation
Unlike ParCoupon, this coupon can't calculate its fixing for future dates, either. |
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