QuantLib_IborCoupon

Langue: en

Autres versions - même langue

Version: 376033 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::IborCoupon -

Coupon paying a Libor-type index

SYNOPSIS


#include <ql/cashflows/iborcoupon.hpp>

Inherits QuantLib::FloatingRateCoupon.

Public Member Functions


IborCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< IborIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false)

Inspectors

 


const boost::shared_ptr< IborIndex > & iborIndex () const

FloatingRateCoupon interface

 


Rate indexFixing () const
Implemented in order to manage the case of par coupon.

Visitability

 


virtual void accept (AcyclicVisitor &)

Detailed Description

Coupon paying a Libor-type index

Author

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