IndexedCoupon Class Reference
#include <ql/CashFlows/indexedcoupon.hpp>
Inheritance diagram for IndexedCoupon:
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< Index > &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 | indexFixing () const |
| fixing of the underlying index | |
Inspectors | |
| const boost::shared_ptr< Index > & | index () const |
Observer interface | |
| void | update () |
Visitability | |
| virtual void | accept (AcyclicVisitor &) |
Member Function Documentation
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returns the amount of the cash flow
Implements CashFlow. |
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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. |
