IndexedCashFlow Class Reference
Cash flow dependent on an index ratio (NOT a coupon, i.e. no accruals). More...
#include <ql/cashflows/indexedcashflow.hpp>
Inheritance diagram for IndexedCashFlow:

Public Member Functions | |
IndexedCashFlow (Real notional, const boost::shared_ptr< Index > &index, const Date &baseDate, const Date &fixingDate, const Date &paymentDate) | |
virtual Real | notional () const |
virtual Date | baseDate () const |
virtual Date | fixingDate () const |
virtual boost::shared_ptr< Index > | index () const |
Event interface | |
Date | date () const |
CashFlow interface | |
Real | amount () const |
returns the amount of the cash flow | |
Visitability | |
virtual void | accept (AcyclicVisitor &) |
Detailed Description
Cash flow dependent on an index ratio (NOT a coupon, i.e. no accruals).We expect this to be used inside an istrument that does all the date adjustment etc., so this takes just dates and does not change them.
Member Function Documentation
Real amount | ( | ) | const [virtual] |
returns the amount of the cash flow
- Note:
- The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.
Implements CashFlow.