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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

#include <ql/CashFlows/shortfloatingcoupon.hpp>

namespace QuantLib {

        const Date& paymentDate, const Real nominal, 
        const Date& startDate, const Date& endDate,
        const Integer fixingDays, const boost::shared_ptr<Xibor>& index,
        const Real gearing, const Spread spread,
        const Date& refPeriodStart, const Date& refPeriodEnd,
        const DayCounter& dayCounter)
    : ParCoupon(paymentDate, nominal,
                startDate, endDate,
                fixingDays, index,
                gearing, spread,
                refPeriodStart, refPeriodEnd,
                dayCounter) {}

00038     Real Short<ParCoupon>::rate() const {
        Date today = Settings::instance().evaluationDate();
        Date fixing_date = fixingDate();
        QL_REQUIRE(fixing_date >= today,
                   // must have been fixed
                   // but we have no way to interpolate the fixing yet
                   "short/long floating coupons not supported yet"
                   << " (start = " << accrualStartDate_
                   << ", end = " << accrualEndDate_ << ")");
        return ParCoupon::rate();


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