Coupon paying a fixed interest rate More...
#include <ql/cashflows/fixedratecoupon.hpp>
Inheritance diagram for FixedRateCoupon:Public Member Functions | |
constructors | |
| FixedRateCoupon (const Date &paymentDate, Real nominal, Rate rate, const DayCounter &dayCounter, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | |
| FixedRateCoupon (const Date &paymentDate, Real nominal, const InterestRate &interestRate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | |
CashFlow interface | |
| Real | amount () const |
| returns the amount of the cash flow More... | |
Coupon interface | |
| Rate | rate () const |
| accrued rate | |
| InterestRate | interestRate () const |
| DayCounter | dayCounter () const |
| day counter for accrual calculation | |
| Real | accruedAmount (const Date &) const |
| accrued amount at the given date | |
Visitability | |
| virtual void | accept (AcyclicVisitor &) |
Public Member Functions inherited from Coupon | |
| Coupon (const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | |
| Date | date () const |
| Date | exCouponDate () const |
| returns the date that the cash flow trades exCoupon | |
| virtual 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 | |
| Date::serial_type | accrualDays () const |
| accrual period in days | |
| Time | accruedPeriod (const Date &) const |
| accrued period as fraction of year at the given date | |
| Date::serial_type | accruedDays (const Date &) const |
| accrued days at the given date | |
Public Member Functions inherited from CashFlow | |
| bool | hasOccurred (const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const |
| returns true if an event has already occurred before a date More... | |
| bool | tradingExCoupon (const Date &refDate=Date()) const |
| returns true if the cashflow is trading ex-coupon on the refDate | |
Event interface | |
Visitability | |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Additional Inherited Members | |
Protected Attributes inherited from Coupon | |
| Date | paymentDate_ |
| Real | nominal_ |
| Date | accrualStartDate_ |
| Date | accrualEndDate_ |
| Date | refPeriodStart_ |
| Date | refPeriodEnd_ |
| Date | exCouponDate_ |
| Real | accrualPeriod_ |
Coupon paying a fixed interest rate