ShortFloatingRateCoupon Class Reference#include <ql/CashFlows/shortfloatingcoupon.hpp>
Inheritance diagram for ShortFloatingRateCoupon:
[legend]List of all members.
Detailed Description
Short coupon at par on a term structure
- 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.
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Public Member Functions |
| ShortFloatingRateCoupon (Real nominal, const Date &paymentDate, const boost::shared_ptr< Xibor > &index, const Date &startDate, const Date &endDate, Integer fixingDays, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) |
Real | amount () const |
| throws when an interpolated fixing is needed
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virtual void | accept (AcyclicVisitor &) |
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