CmbCoupon Class Reference

CMB coupon class. More...

#include <qle/cashflows/cmbcoupon.hpp>

Inheritance diagram for CmbCoupon:

Public Member Functions
	CmbCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< ConstantMaturityBondIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date())
Visitability
void	accept (AcyclicVisitor &) override

Inspectors
const ext::shared_ptr< ConstantMaturityBondIndex > &	bondIndex () const
void	setPricer (const ext::shared_ptr< FloatingRateCouponPricer > &pricer) override

Detailed Description

CMB coupon class.