FloatingRateCoupon Class Reference#include <floatingratecoupon.hpp>
Inheritance diagram for FloatingRateCoupon:
[legend]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 (double nominal, const Date &paymentDate, const Date &startDate, const Date &endDate, int fixingDays, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) |
|
double | accruedAmount (const Date &) const |
| accrued amount at the given date
|
|
int | fixingDays () const |
virtual Spread | spread () const |
virtual Rate | fixing () const=0 |
virtual Date | fixingDate () const=0 |
|
virtual void | accept (Patterns::Visitor &) |
Protected Attributes |
int | fixingDays_ |
Spread | spread_ |
The documentation for this class was generated from the following file:
|