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QuantLib_IborCoupon
Langue: en
Version: 156939 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::IborCoupon - Coupon paying a Libor-type indexSYNOPSIS
#include <ql/cashflows/iborcoupon.hpp>
Inherits QuantLib::FloatingRateCoupon.
Public Member Functions
IborCoupon (const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Natural fixingDays, const boost::shared_ptr< IborIndex > &index, const Real gearing=1.0, const 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
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
Generated automatically by Doxygen for QuantLib from the source code.
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