IborCoupon (3) Linux Manual Page
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 &)