IndexedCoupon Class Reference

indexed coupon More...

#include <qle/cashflows/indexedcoupon.hpp>

Inheritance diagram for IndexedCoupon:

Public Member Functions
	IndexedCoupon (const QuantLib::ext::shared_ptr< Coupon > &c, const Real qty, const QuantLib::ext::shared_ptr< Index > &index, const Date &fixingDate)
	IndexedCoupon (const QuantLib::ext::shared_ptr< Coupon > &c, const Real qty, const Real initialFixing)
Observer interface
void	update () override
Coupon interface
Real	amount () const override
Real	nominal () const override
Real	rate () const override
DayCounter	dayCounter () const override
Real	accruedAmount (const Date &d) const override
Inspectors
QuantLib::ext::shared_ptr< Coupon >	underlying () const
Real	quantity () const
QuantLib::ext::shared_ptr< Index >	index () const
const Date &	fixingDate () const
Real	initialFixing () const
Real	multiplier () const

Visitability
void	accept (AcyclicVisitor &) override

Detailed Description

indexed coupon

Constructor & Destructor Documentation

IndexedCoupon() [1/2]

IndexedCoupon	(	const QuantLib::ext::shared_ptr< Coupon > &	c,
		const Real	qty,
		const QuantLib::ext::shared_ptr< Index > &	index,
		const Date &	fixingDate )

pays c->amount() * qty * index(fixingDate)

IndexedCoupon() [2/2]

IndexedCoupon	(	const QuantLib::ext::shared_ptr< Coupon > &	c,
		const Real	qty,
		const Real	initialFixing )

pays c->amount() * qty * initialFixing