- QuantLib
- Coupon
coupon accruing over a fixed period More...
#include <ql/cashflows/coupon.hpp>

Public Member Functions | |
| Coupon (const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) | |
Event interface | |
| Date | date () const |
Inspectors | |
| Real | nominal () const |
| const Date & | accrualStartDate () const |
| start of the accrual period | |
| const Date & | accrualEndDate () const |
| end of the accrual period | |
| const Date & | referencePeriodStart () const |
| start date of the reference period | |
| const Date & | referencePeriodEnd () const |
| end date of the reference period | |
| Time | accrualPeriod () const |
| accrual period as fraction of year | |
| BigInteger | accrualDays () const |
| accrual period in days | |
| virtual Rate | rate () const =0 |
| accrued rate | |
| virtual DayCounter | dayCounter () const =0 |
| day counter for accrual calculation | |
| Time | accruedPeriod (const Date &) const |
| accrued period as fraction of year at the given date | |
| BigInteger | accruedDays (const Date &) const |
| accrued days at the given date | |
| virtual Real | accruedAmount (const Date &) const =0 |
| accrued amount at the given date | |
Visitability | |
| virtual void | accept (AcyclicVisitor &) |
Protected Attributes | |
| Date | paymentDate_ |
| Real | nominal_ |
| Date | accrualStartDate_ |
| Date | accrualEndDate_ |
| Date | refPeriodStart_ |
| Date | refPeriodEnd_ |
coupon accruing over a fixed period
This class implements part of the CashFlow interface but it is still abstract and provides derived classes with methods for accrual period calculations.
| Coupon | ( | const Date & | paymentDate, |
| Real | nominal, | ||
| const Date & | accrualStartDate, | ||
| const Date & | accrualEndDate, | ||
| const Date & | refPeriodStart = Date(), |
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| const Date & | refPeriodEnd = Date() |
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| ) |