QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

FixedRateCoupon Class Reference #include <fixedratecoupon.hpp> Inheritance diagram for FixedRateCoupon: [legend]List of all members. Detailed Description coupon paying a fixed interest rate Public Member Functions   FixedRateCoupon (double nominal, const Date &paymentDate, Rate rate, const DayCounter &dayCounter, const Date &startDate, const Date &endDate, 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 double  accruedAmount (const Date &) const   accrued amount at the given date Inspectors Rate  rate () const 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. The documentation for this class was generated from the following file: ql/CashFlows/fixedratecoupon.hpp

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