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QuantLib_FixedRateCoupon

NAME

QuantLib::FixedRateCoupon -

Coupon paying a fixed interest rate

SYNOPSIS

#include <ql/cashflows/fixedratecoupon.hpp>

Inherits QuantLib::Coupon.

Public Member Functions

constructors

 

FixedRateCoupon (const Date &paymentDate, Real nominal, Rate rate, const DayCounter &dayCounter, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())

FixedRateCoupon (const Date &paymentDate, Real nominal, const InterestRate &interestRate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())

CashFlow interface

 

Real amount () const
returns the amount of the cash flow

Coupon interface

 

Rate rate () const
accrued rate
InterestRate interestRate () const

DayCounter dayCounter () const
day counter for accrual calculation
Real accruedAmount (const Date &) const
accrued amount at the given date

Visitability

 

virtual void accept (AcyclicVisitor &)

Detailed Description

Coupon paying a fixed interest rate

Member Function Documentation

Real 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.

Author

Generated automatically by Doxygen for QuantLib from the source code.