Short Class Template Reference

#include <shortindexedcoupon.hpp>

List of all members.


Detailed Description

template<class IndexedCouponType>
class QuantLib::CashFlows::Short< IndexedCouponType >

short indexed coupon

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

 Short (double nominal, const Date &paymentDate, const Handle< Indexes::Xibor > &index, const Date &startDate, const Date &endDate, int fixingDays, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter())
double amount () const
 inhibit calculation


Member Function Documentation

double amount  )  const
 

inhibit calculation

Unlike ParCoupon, this coupon can't calculate its fixing for future dates, either.


The documentation for this class was generated from the following file:

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