CmsCoupon Class Reference

#include <ql/cashflows/cmscoupon.hpp>

Inheritance diagram for CmsCoupon:

Inheritance graph
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List of all members.

Detailed Description

CMS coupon class.

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

 CmsCoupon (const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Natural fixingDays, const boost::shared_ptr< SwapIndex > &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)
Inspectors
const boost::shared_ptr< SwapIndex > & swapIndex () const
Visitability
virtual void accept (AcyclicVisitor &)