- 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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) |