- QuantLib
- IborCoupon
Coupon paying a Libor-type index More...
#include <ql/cashflows/iborcoupon.hpp>
Public Member Functions | |
IborCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< IborIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false) | |
Inspectors | |
const boost::shared_ptr < IborIndex > & | iborIndex () const |
FloatingRateCoupon interface | |
Rate | indexFixing () const |
Implemented in order to manage the case of par coupon. | |
Visitability | |
virtual void | accept (AcyclicVisitor &) |
Coupon paying a Libor-type index