CmsCoupon (3) Linux Manual Page
QuantLib::CmsCoupon – CMS coupon class.
Synopsis
#include <ql/cashflows/cmscoupon.hpp>Inherits QuantLib::FloatingRateCoupon.
Public Member Functions
CmsCoupon (const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Natural fixingDays, const boost::shared_ptr< SwapIndex > &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< SwapIndex > & swapIndex () const
Visitability
virtual void accept (AcyclicVisitor &)
Detailed Description
CMS coupon class. Warning
- This class does not perform any date adjustment, i.e., the start and end date passed upon construction should be already rolled to a business day.