Coupon Class Reference

#include <ql/CashFlows/coupon.hpp>

Inheritance diagram for Coupon:

Inheritance graph
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List of all members.

Detailed Description

coupon accruing over a fixed period

This class implements part of the CashFlow interface but it is still abstract and provides derived classes with methods for accrual period calculations.


Public Member Functions

 Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())
Partial CashFlow interface
Date date () const
 returns the date at which the cash flow is settled

Inspectors
Real nominal () const
const DateaccrualStartDate () const
 start of the accrual period

const DateaccrualEndDate () const
 end of the accrual period

Time accrualPeriod () const
 accrual period as fraction of year

Integer accrualDays () const
 accrual period in days

virtual DayCounter dayCounter () const =0
 day counter for accrual calculation

virtual Real accruedAmount (const Date &) const =0
 accrued amount at the given date

Visitability
virtual void accept (AcyclicVisitor &)

Protected Attributes

Real nominal_
Date paymentDate_
Date accrualStartDate_
Date accrualEndDate_
Date refPeriodStart_
Date refPeriodEnd_


Constructor & Destructor Documentation

Coupon Real  nominal,
const Date paymentDate,
const Date accrualStartDate,
const Date accrualEndDate,
const Date refPeriodStart = Date(),
const Date refPeriodEnd = Date()
 

Warning:
the coupon does not adjust the payment date which must already be a business day.


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