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Reference manual - version qle_version
Public Member Functions | List of all members
DurationAdjustedCmsCoupon Class Reference
+ Inheritance diagram for DurationAdjustedCmsCoupon:

Public Member Functions

 DurationAdjustedCmsCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< SwapIndex > &index, Size duration=0, 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())
 
const boost::shared_ptr< SwapIndex > & swapIndex () const
 
Size duration () const
 
Real durationAdjustment () const
 
Rate indexFixing () const override
 
void accept (AcyclicVisitor &) override