IndexedCoupon Class Reference#include <ql/CashFlows/indexedcoupon.hpp>
Inheritance diagram for IndexedCoupon:
[legend]List of all members.
Detailed Description
Base 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.
Member Function Documentation
Real amount |
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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. |
void update |
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This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer. |
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