FloatingRateFXLinkedNotionalCoupon Class Reference

#include <qle/cashflows/floatingratefxlinkednotionalcoupon.hpp>

Inheritance diagram for FloatingRateFXLinkedNotionalCoupon:

Public Member Functions
	FloatingRateFXLinkedNotionalCoupon (const Date &fxFixingDate, Real foreignAmount, QuantLib::ext::shared_ptr< FxIndex > fxIndex, const QuantLib::ext::shared_ptr< FloatingRateCoupon > &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
Obverver interface
void	deepUpdate () override
LazyObject interface
void	performCalculations () const override
void	alwaysForwardNotifications () override
Coupon interface
Rate	nominal () const override
FloatingRateCoupon interface
Rate	indexFixing () const override
void	setPricer (const ext::shared_ptr< FloatingRateCouponPricer > &p) 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 (AcyclicVisitor &) override
QuantLib::ext::shared_ptr< FloatingRateCoupon >	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.