FixedRateFXLinkedNotionalCoupon Class Reference

#include <qle/cashflows/fixedratefxlinkednotionalcoupon.hpp>

Inheritance diagram for FixedRateFXLinkedNotionalCoupon:

Public Member Functions
	FixedRateFXLinkedNotionalCoupon (const QuantLib::Date &fxFixingDate, QuantLib::Real foreignAmount, QuantLib::ext::shared_ptr< FxIndex > fxIndex, const QuantLib::ext::shared_ptr< FixedRateCoupon > &underlying, const Date &fxResetStart=Null< Date >(), Real domesticAmount=Null< Real >())
	FloatingRateFXLinkedNotionalCoupon.
FXLinked interface
QuantLib::ext::shared_ptr< FXLinked >	clone (QuantLib::ext::shared_ptr< FxIndex > fxIndex) override
Coupon interface
QuantLib::Rate	nominal () const override
QuantLib::Rate	rate () const override
Observer interface
void	deepUpdate () override
LazyObject interface
void	alwaysForwardNotifications () override
Public Member Functions inherited from FXLinked
	FXLinked (const Date &fixingDate, Real foreignAmount, QuantLib::ext::shared_ptr< FxIndex > fxIndex, const Date &fxResetStart=Null< Date >(), Real domesticAmount=Null< Real >())
Date	fxFixingDate () const
Real	foreignAmount () const
const QuantLib::ext::shared_ptr< FxIndex > &	fxIndex () const
Real	fxRate () const

Visitability
void	accept (QuantLib::AcyclicVisitor &) override
QuantLib::ext::shared_ptr< FixedRateCoupon >	underlying () const
	more inspectors

Additional Inherited Members
Protected Attributes inherited from FXLinked
Date	fxFixingDate_
Real	foreignAmount_
QuantLib::ext::shared_ptr< FxIndex >	fxIndex_
Date	fxResetStart_
Real	domesticAmount_

Detailed Description

Coupon paying a Libor-type index on an fx-linked nominal

Member Function Documentation

clone()

QuantLib::ext::shared_ptr< FXLinked > clone ( QuantLib::ext::shared_ptr< FxIndex > fxIndex )

overridevirtual

Implements FXLinked.