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 QuantLib::ext::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 QuantLib::ext::shared_ptr< SwapIndex > &	swapIndex () const
Size	duration () const
Real	durationAdjustment () const
Rate	indexFixing () const override
void	accept (AcyclicVisitor &) override