Coupon Class Reference
#include <ql/cashflows/coupon.hpp>
Inheritance diagram for Coupon:

Detailed Description
coupon accruing over a fixed periodThis class implements part of the CashFlow interface but it is still abstract and provides derived classes with methods for accrual period calculations.
- Examples:
Public Member Functions | |
| Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date()) | |
Partial CashFlow 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 | |
| Integer | accrualDays () const |
| accrual period in days | |
| virtual Rate | rate () const =0 |
| accrued rate | |
| virtual DayCounter | dayCounter () const =0 |
| day counter for accrual calculation | |
| virtual Real | accruedAmount (const Date &) const =0 |
| accrued amount at the given date | |
Visitability | |
| virtual void | accept (AcyclicVisitor &) |
Protected Attributes | |
| Real | nominal_ |
| Date | paymentDate_ |
| Date | accrualStartDate_ |
| Date | accrualEndDate_ |
| Date | refPeriodStart_ |
| Date | refPeriodEnd_ |
Constructor & Destructor Documentation
| Coupon | ( | Real | nominal, | |
| const Date & | paymentDate, | |||
| const Date & | accrualStartDate, | |||
| const Date & | accrualEndDate, | |||
| const Date & | refPeriodStart = Date(), |
|||
| const Date & | refPeriodEnd = Date() | |||
| ) |
- Warning:
- the coupon does not adjust the payment date which must already be a business day.