IborCoupon (3) - Linux Manuals

IborCoupon: Coupon paying a Libor-type index

NAME

QuantLib::IborCoupon - Coupon paying a Libor-type index

SYNOPSIS

#include <ql/cashflows/iborcoupon.hpp>

Inherits QuantLib::FloatingRateCoupon.

Public Member Functions

IborCoupon (const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Natural fixingDays, const boost::shared_ptr< IborIndex > &index, const Real gearing=1.0, const Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false)

Inspectors

const boost::shared_ptr< IborIndex > & iborIndex () const

Rate indexFixing () const
Implemented in order to manage the case of par coupon.

Visitability

virtual void accept (AcyclicVisitor &)

Detailed Description

Coupon paying a Libor-type index

Author

Generated automatically by Doxygen for QuantLib from the source code.