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

 Copyright (C) 2003 Nicolas Di Césaré

 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.

/*! \file shortindexedcoupon.hpp
    \brief Short (or long) indexed coupon

#ifndef quantlib_short_indexed_coupon_hpp
#define quantlib_short_indexed_coupon_hpp

#include <ql/CashFlows/indexedcoupon.hpp>
#include <ql/Indexes/xibor.hpp>

namespace QuantLib {

    //! %Short indexed coupon
    /*! \warning This class does not perform any date adjustment,
                 i.e., the start and end date passed upon construction
                 should be already rolled to a business day.
    template <class IndexedCouponType>
00038     class Short : public IndexedCouponType {
        template <class IndexType>
        Short(const Date& paymentDate,
              const Real nominal,
              const Date& startDate,
              const Date& endDate,
              const Integer fixingDays,
              const boost::shared_ptr<IndexType>& index,
              const Real gearing = 1.0,
              const Spread spread = 0.0,
              const Date& refPeriodStart = Date(),
              const Date& refPeriodEnd = Date(),
              const DayCounter& dayCounter = DayCounter())
        : IndexedCouponType(paymentDate, nominal, startDate, endDate,
                            fixingDays, index, gearing, spread,
                            refPeriodStart, refPeriodEnd, dayCounter) {}
        //! inhibit calculation
        /*! Unlike ParCoupon, this coupon can't calculate
            its fixing for future dates, either.
00059         Real amount() const {
            QL_FAIL("short/long indexed coupons not supported yet"
                    << " (start = " << this->accrualStartDate_
                    << ", end = " << this->accrualEndDate_ << ")");



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