QuantLib 0.3.7
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Reference manual
FloatingRateCoupon Class Reference
#include <ql/CashFlows/floatingratecoupon.hpp>
Inheritance diagram for FloatingRateCoupon:
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 (Real nominal, const Date &paymentDate, const Date &startDate, const Date &endDate, Integer fixingDays, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) | |
Coupon interface | |
| Real | accruedAmount (const Date &) const |
| accrued amount at the given date | |
Inspectors | |
| Integer | fixingDays () const |
| virtual Spread | spread () const |
| virtual Rate | fixing () const =0 |
| virtual Date | fixingDate () const =0 |
Visitability | |
| virtual void | accept (AcyclicVisitor &) |
Protected Attributes | |
| Integer | fixingDays_ |
| Spread | spread_ |
