OvernightIndexedCoupon Class Reference

overnight coupon More...

#include <ql/cashflows/overnightindexedcoupon.hpp>

Inheritance diagram for OvernightIndexedCoupon:

List of all members.

Public Member Functions

 OvernightIndexedCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const boost::shared_ptr< OvernightIndex > &overnightIndex, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter())
Inspectors
const std::vector< Date > & fixingDates () const
 fixing dates for the rates to be compounded
const std::vector< Time > & dt () const
 accrual (compounding) periods
const std::vector< Rate > & indexFixings () const
 fixings to be compounded
const std::vector< Date > & valueDates () const
 value dates for the rates to be compounded
FloatingRateCoupon interface
Date fixingDate () const
 the date when the coupon is fully determined
Visitability
void accept (AcyclicVisitor &)

Detailed Description

overnight coupon

Coupon paying the compounded interest due to daily overnight fixings.