UpFrontIndexedCoupon Class Reference

#include <ql/CashFlows/upfrontindexedcoupon.hpp>

Inheritance diagram for UpFrontIndexedCoupon:

Inheritance graph
[legend]
List of all members.

Detailed Description

up front indexed coupon class

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.


Public Member Functions

 UpFrontIndexedCoupon (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(), const DayCounter &dayCounter=DayCounter())
FloatingRateCoupon interface
Date fixingDate () const
Visitability
virtual void accept (AcyclicVisitor &)


QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen