CmsCoupon Class Reference
#include <ql/cashflows/cmscoupon.hpp>
Inheritance diagram for CmsCoupon:

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 &) |