ParCoupon Class Reference#include <ql/CashFlows/parcoupon.hpp>
Inheritance diagram for ParCoupon:
[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.
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Public Member Functions |
| ParCoupon (double nominal, const Date &paymentDate, const Handle< Xibor > &index, const Date &startDate, const Date &endDate, int fixingDays, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) |
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double | amount () const |
| returns the amount of the cash flow
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DayCounter | dayCounter () const |
| day counter for accrual calculation
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Rate | fixing () const |
Date | fixingDate () const |
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const Handle< Xibor > & | index () const |
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void | update () |
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virtual void | accept (AcyclicVisitor &) |
Member Function Documentation
double amount |
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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 |
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[virtual] |
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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. |
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