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QuantLib::Coupon Class Reference

#include <coupon.hpp>

Inheritance diagram for QuantLib::Coupon:

QuantLib::CashFlow QuantLib::Event QuantLib::Observable QuantLib::FixedRateCoupon QuantLib::FloatingRateCoupon QuantLib::InflationCoupon QuantLib::AverageBMACoupon QuantLib::CappedFlooredCoupon QuantLib::CmsCoupon QuantLib::DigitalCoupon QuantLib::IborCoupon QuantLib::OvernightIndexedCoupon QuantLib::YoYInflationCoupon QuantLib::DigitalCmsCoupon QuantLib::DigitalIborCoupon QuantLib::CappedFlooredYoYInflationCoupon

List of all members.


Detailed Description

coupon accruing over a fixed period

This class implements part of the CashFlow interface but it is still abstract and provides derived classes with methods for accrual period calculations.

Definition at line 39 of file coupon.hpp.


Public Member Functions

 Coupon (const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())
void notifyObservers ()
Visitability
virtual void accept (AcyclicVisitor &)
Inspectors
BigInteger accrualDays () const
 accrual period in days
const DateaccrualEndDate () const
 end of the accrual period
Time accrualPeriod () const
 accrual period as fraction of year
const DateaccrualStartDate () const
 start of the accrual period
virtual Real accruedAmount (const Date &) const =0
 accrued amount at the given date
virtual DayCounter dayCounter () const =0
 day counter for accrual calculation
Real nominal () const
virtual Rate rate () const =0
 accrued rate
const DatereferencePeriodEnd () const
 end date of the reference period
const DatereferencePeriodStart () const
 start date of the reference period
CashFlow interface
virtual Real amount () const =0
 returns the amount of the cash flow
Event interface
Date date () const
Event interface
bool hasOccurred (const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const
 returns true if an event has already occurred before a date

Protected Attributes

Date accrualEndDate_
Date accrualStartDate_
Real nominal_
Date paymentDate_
Date refPeriodEnd_
Date refPeriodStart_

The documentation for this class was generated from the following files:

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