ParCoupon Class Reference

#include <parcoupon.hpp>

Inheritance diagram for ParCoupon:

Inheritance graph
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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

 ParCoupon (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())
CashFlow interface
double amount () const
 returns the amount of the cash flow

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

FloatingRateCoupon interface
Rate fixing () const
Date fixingDate () const
Inspectors
const Handle< Indexes::Xibor > & index () const
Observer interface
void update ()
Visitability
virtual void accept (Patterns::Visitor &)


Member Function Documentation

double 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.

Reimplemented in ShortFloatingRateCoupon.

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.


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

QuantLib.org
QuantLib
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