Coupon Class Reference

coupon accruing over a fixed period More...

#include <ql/cashflows/coupon.hpp>

Inheritance diagram for Coupon:

List of all members.

Public Member Functions

 Coupon (const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())
Event interface
Date date () const
Inspectors
Real nominal () const
const DateaccrualStartDate () const
 start of the accrual period
const DateaccrualEndDate () const
 end of the accrual period
const DatereferencePeriodStart () const
 start date of the reference period
const DatereferencePeriodEnd () 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

Date paymentDate_
Real nominal_
Date accrualStartDate_
Date accrualEndDate_
Date refPeriodStart_
Date refPeriodEnd_


Detailed Description

coupon accruing over a fixed period

This class implements part of the CashFlow interface but it is still abstract and provides derived classes with methods for accrual period calculations.

Examples:

BermudanSwaption.cpp.


Constructor & Destructor Documentation

Coupon ( const Date paymentDate,
Real  nominal,
const Date accrualStartDate,
const Date accrualEndDate,
const Date refPeriodStart = Date(),
const Date refPeriodEnd = Date() 
)

Warning:
the coupon does not adjust the payment date which must already be a business day.


Member Function Documentation

Date date (  )  const [virtual]

Note:
This is inherited from the event class

Implements CashFlow.