QuantLib::Coupon

Coupon Class Reference

#include <ql/CashFlows/coupon.hpp>

Inheritance diagram for Coupon:

Inheritance graph
[legend]
List of all members.

Detailed Description

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.


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
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.

Member Function Documentation

Date date (   )  const [virtual]
 

Note:
This is inheirited from the event class

Implements CashFlow.

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