ScaledCoupon Class Reference

scalable coupon More...

#include <qle/cashflows/scaledcoupon.hpp>

Inheritance diagram for ScaledCoupon:

Public Member Functions
	ScaledCoupon (Real multiplier, QuantLib::ext::shared_ptr< Coupon > underlyingCoupon)
Observer interface
void	update () override
Cashflow interface
Rate	amount () const override

Inspectors
Real	accruedAmount (const Date &d) const override
Rate	nominal () const override
Rate	rate () const override
DayCounter	dayCounter () const override
const Real	multiplier () const
const QuantLib::ext::shared_ptr< Coupon >	underlyingCoupon () const

Detailed Description

scalable coupon

Coupon that returns the scaled results for an underlying coupon