FloatingRateCoupon Class Reference

#include <ql/CashFlows/floatingratecoupon.hpp>

Inheritance diagram for FloatingRateCoupon:

Inheritance graph
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List of all members.

Detailed Description

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.


Public Member Functions

 FloatingRateCoupon (Real nominal, const Date &paymentDate, const Date &startDate, const Date &endDate, Integer fixingDays, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())
Coupon interface
Real accruedAmount (const Date &) const
 accrued amount at the given date

Inspectors
Integer fixingDays () const
virtual Spread spread () const
virtual Rate fixing () const =0
virtual Date fixingDate () const =0
Visitability
virtual void accept (AcyclicVisitor &)

Protected Attributes

Integer fixingDays_
Spread spread_


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