IborCoupon Class Reference

#include <ql/cashflows/iborcoupon.hpp>

Inheritance diagram for IborCoupon:

Inheritance graph
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List of all members.

Detailed Description

Coupon paying a Libor-type index


Public Member Functions

 IborCoupon (const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Natural fixingDays, const boost::shared_ptr< InterestRateIndex > &index, const Real gearing=1.0, const Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false)
Rate indexFixing () const
 fixing of the underlying index
Visitability
virtual void accept (AcyclicVisitor &)