IndexedCoupon Class Reference

#include <ql/CashFlows/indexedcoupon.hpp>

Inheritance diagram for IndexedCoupon:

Inheritance graph
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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.


Public Member Functions

 IndexedCoupon (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())
CashFlow interface
Real amount () const
 returns the amount of the cash flow

Coupon interface
DayCounter dayCounter () const
 day counter for accrual calculation

FloatingRateCoupon interface
Rate fixing () const
Inspectors
const boost::shared_ptr< Xibor > & index () const
Observer interface
void update ()
Visitability
virtual void accept (AcyclicVisitor &)


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.

void update  )  [virtual]
 

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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