IborCoupon Class Reference
#include <ql/cashflows/iborcoupon.hpp>
Inheritance diagram for IborCoupon:

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 &) |