InterpolatedIborCoupon Class Reference

Inheritance diagram for InterpolatedIborCoupon:

Public Member Functions
	InterpolatedIborCoupon (const Date &paymentDate, const Real nominal, const Date &accrualStart, const Date &accrualEnd, const Size fixingDays, const QuantLib::ext::shared_ptr< InterpolatedIborIndex > &index, Real gearing=1.0, Real spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const QuantLib::DayCounter &dayCounter=QuantLib::DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date(), const QuantLib::ext::shared_ptr< QuantLib::IborIndex > &iborIndex=nullptr)
QuantLib::ext::shared_ptr< InterpolatedIborIndex >	interpolatedIborIndex () const
const QuantLib::ext::shared_ptr< QuantLib::IborIndex > &	iborIndex () const

Visitor interface
class	InterpolatedIborCouponPricer
virtual void	accept (QuantLib::AcyclicVisitor &)