returns the amount of the cash flow
- The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.
Definition at line 25 of file indexedcashflow.cpp.
Real I0 = index_->fixing(baseDate_);
Real I1 = index_->fixing(fixingDate_);
return notional_ * (I1 / I0 - 1.0);
return notional_ * (I1 / I0);