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

ShortFloatingRateCoupon Class Reference #include <shortfloatingcoupon.hpp> Inheritance diagram for ShortFloatingRateCoupon: [legend]List of all members. Detailed Description short 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   ShortFloatingRateCoupon (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()) double  amount () const   throws when an interpolated fixing is needed Visitability virtual void  accept (Patterns::Visitor &) The documentation for this class was generated from the following files: ql/CashFlows/shortfloatingcoupon.hpp ql/CashFlows/shortfloatingcoupon.cpp

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