Coupon Class Reference
#include <ql/cashflows/coupon.hpp>
Inheritance diagram for Coupon:

Detailed Description
coupon accruing over a fixed periodThis class implements part of the CashFlow interface but it is still abstract and provides derived classes with methods for accrual period calculations.
Public Member Functions | |
Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) | |
Partial CashFlow interface | |
Date | date () const |
| |
Inspectors | |
Real | nominal () const |
const Date & | accrualStartDate () const |
start of the accrual period | |
const Date & | accrualEndDate () const |
end of the accrual period | |
const Date & | referencePeriodStart () const |
start date of the reference period | |
const Date & | referencePeriodEnd () const |
end date of the reference period | |
Time | accrualPeriod () const |
accrual period as fraction of year | |
Integer | accrualDays () const |
accrual period in days | |
virtual Rate | rate () const=0 |
accrued rate | |
virtual DayCounter | dayCounter () const=0 |
day counter for accrual calculation | |
virtual Real | accruedAmount (const Date &) const =0 |
accrued amount at the given date | |
Visitability | |
virtual void | accept (AcyclicVisitor &) |
Protected Attributes | |
Real | nominal_ |
Date | paymentDate_ |
Date | accrualStartDate_ |
Date | accrualEndDate_ |
Date | refPeriodStart_ |
Date | refPeriodEnd_ |
Constructor & Destructor Documentation
Coupon | ( | Real | nominal, | |
const Date & | paymentDate, | |||
const Date & | accrualStartDate, | |||
const Date & | accrualEndDate, | |||
const Date & | refPeriodStart = Date() , |
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const Date & | refPeriodEnd = Date() | |||
) |
- Warning:
- the coupon does not adjust the payment date which must already be a business day.