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QuantLib_OvernightIndexedCoupon

NAME

QuantLib::OvernightIndexedCoupon -

overnight coupon

SYNOPSIS

#include <ql/cashflows/overnightindexedcoupon.hpp>

Inherits QuantLib::FloatingRateCoupon.

Public Member Functions

OvernightIndexedCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const boost::shared_ptr< OvernightIndex > &overnightIndex, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter())

Inspectors

 

const std::vector< Date > & fixingDates () const
fixing dates for the rates to be compounded
const std::vector< Time > & dt () const
accrual (compounding) periods
const std::vector< Rate > & indexFixings () const
fixings to be compounded
const std::vector< Date > & valueDates () const
value dates for the rates to be compounded

FloatingRateCoupon interface

 

Date fixingDate () const
the date when the coupon is fully determined

Visitability

 

void accept (AcyclicVisitor &)

Detailed Description

overnight coupon

Coupon paying the compounded interest due to daily overnight fixings.

Author

Generated automatically by Doxygen for QuantLib from the source code.