Coupon Class Reference#include <ql/CashFlows/coupon.hpp>
Inheritance diagram for Coupon:
[legend]List of all members.
Detailed Description
coupon accruing over a fixed period
This class implements part of the CashFlow interface but it is still abstract and provides derived classes with methods for accrual period calculations.
Constructor & Destructor Documentation
Coupon |
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double |
nominal, |
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const Date & |
paymentDate, |
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const Date & |
accrualStartDate, |
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const Date & |
accrualEndDate, |
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const Date & |
refPeriodStart = Date(), |
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const Date & |
refPeriodEnd = Date() |
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- Warning:
- the coupon does not roll the payment date which must already be a business day.
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