Reference manual - version qle_version
Public Member Functions | |
| DurationAdjustedCmsCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const QuantLib::ext::shared_ptr< SwapIndex > &index, Size duration=0, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date()) | |
| const QuantLib::ext::shared_ptr< SwapIndex > & | swapIndex () const |
| Size | duration () const |
| Real | durationAdjustment () const |
| Rate | indexFixing () const override |
| void | accept (AcyclicVisitor &) override |
