InterestRate (3) Linux Manual Page

QuantLib::FixedRateCoupon – Coupon paying a fixed interest rate

Synopsis

#include <ql/cashflows/fixedratecoupon.hpp>

Inherits QuantLib::Coupon.

Public Member Functions

constructors

FixedRateCoupon (Real nominal, const Date &paymentDate, Rate rate, const DayCounter &dayCounter, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())

FixedRateCoupon (Real nominal, const Date &paymentDate, const InterestRate &interestRate, const DayCounter &dayCounter, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())

CashFlow interface

Real amount () const
returns the amount of the cash flow

Coupon interface

Rate rate () const
accrued rate
InterestRate interestRate () const

DayCounter dayCounter () const
day counter for accrual calculation
Real accruedAmount (const Date &) const
accrued amount at the given date

Visitability

virtual void accept (AcyclicVisitor &)

Detailed Description

Coupon paying a fixed interest rate

Member Function Documentation

Real amount () const [virtual]

returns the amount of the cash flow

Note:

The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.

Implements CashFlow.

Author

Generated automatically by Doxygen for QuantLib from the source code.