IborCoupon Class Reference

#include <ql/cashflows/iborcoupon.hpp>

Inheritance diagram for IborCoupon:

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< IborIndex > &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
 Implemented in order to manage the case of par coupon.
Visitability
virtual void accept (AcyclicVisitor &)