Reference manual - version qle_version
floating annuity coupon More...
#include <qle/cashflows/floatingannuitycoupon.hpp>
Public Member Functions | |
| FloatingAnnuityCoupon (Real annuity, bool underflow, const QuantLib::ext::shared_ptr< Coupon > &previousCoupon, const Date &paymentDate, const Date &startDate, const Date &endDate, Natural fixingDays, const QuantLib::ext::shared_ptr< InterestRateIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false) | |
Cashflow interface | |
| Rate | amount () const override |
Inspectors | |
| Real | accruedAmount (const Date &d) const override |
| Rate | nominal () const override |
| Rate | previousNominal () const |
| Rate | rate () const override |
| Real | price (const Handle< YieldTermStructure > &discountingCurve) const |
| const QuantLib::ext::shared_ptr< InterestRateIndex > & | index () const |
| DayCounter | dayCounter () const override |
| Rate | indexFixing () const |
| Natural | fixingDays () const |
| Date | fixingDate () const |
| Real | gearing () const |
| Spread | spread () const |
| virtual Rate | convexityAdjustment () const |
| virtual Rate | adjustedFixing () const |
| bool | isInArrears () const |
Visitor interface | |
| virtual void | accept (AcyclicVisitor &) override |
LazyObject interface | |
| void | performCalculations () const override |
floating annuity coupon
Coupon paying a Libor-type index on a variable nominal such that total flows are constant
