SwapIndex (3) Linux Manual Page

QuantLib::CmsCoupon – CMS coupon class.

Synopsis

const boost::shared_ptr< SwapIndex > & swapIndex () const

Inherits QuantLib::FloatingRateCoupon.

Public Member Functions

const boost::shared_ptr< SwapIndex > & swapIndex () const 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.

Author

Generated automatically by Doxygen for QuantLib from the source code.