Reference manual - version qle_version
equity coupon More...
#include <qle/cashflows/equitycoupon.hpp>
Inheritance diagram for EquityCoupon:Public Member Functions | |
| EquityCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &equityCurve, const DayCounter &dayCounter, EquityReturnType returnType, Real dividendFactor=1.0, bool notionalReset=false, Real initialPrice=Null< Real >(), Real quantity=Null< Real >(), const Date &fixingStartDate=Date(), const Date &fixingEndDate=Date(), const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date(), const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr, const bool initialPriceIsInTargetCcy=false, Real legInitialNotional=Null< Real >(), const Date &legFixingDate=Date()) | |
CashFlow interface | |
| Real | amount () const override |
Coupon interface | |
| DayCounter | dayCounter () const override |
| Real | accruedAmount (const Date &) const override |
| Rate | rate () const override |
| Real | nominal () const override |
Inspectors | |
| const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > & | equityCurve () const |
| equity reference rate curve | |
| const QuantLib::ext::shared_ptr< FxIndex > & | fxIndex () const |
| fx index curve | |
| EquityReturnType | returnType () const |
| the return type of the coupon | |
| Real | dividendFactor () const |
| are dividends scaled (e.g. to account for tax) | |
| Date | fixingStartDate () const |
| The date at which the starting equity price is fixed. | |
| Date | fixingEndDate () const |
| The date at which performance is measured. | |
| std::vector< Date > | fixingDates () const |
| return both fixing dates | |
| Real | initialPrice () const |
| initial price | |
| bool | initialPriceIsInTargetCcy () const |
| initial price is in target ccy (if applicable, i.e. if fxIndex != null, otherwise ignored) | |
| Real | quantity () const |
| Number of equity shares held. | |
| Real | fxRate () const |
| FX conversion rate (or 1.0 if not applicable) | |
| Date | fixingDate () const |
| This function is called for other coupon types. | |
| Real | legInitialNotional () const |
| Initial notional of the equity leg, to compute quantity if not provided in the resetting case. | |
| Date | legFixingDate () const |
| Fixing date of the first equity coupon, to compute quantity if not provided in the resetting case. | |
Observer interface | |
| void | update () override |
Visitability | |
| QuantLib::ext::shared_ptr< EquityCouponPricer > | pricer_ |
| Natural | fixingDays_ |
| QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > | equityCurve_ |
| DayCounter | dayCounter_ |
| EquityReturnType | returnType_ |
| Real | dividendFactor_ |
| bool | notionalReset_ |
| Real | initialPrice_ |
| bool | initialPriceIsInTargetCcy_ |
| Real | quantity_ |
| Date | fixingStartDate_ |
| Date | fixingEndDate_ |
| Natural | paymentLag_ |
| QuantLib::ext::shared_ptr< FxIndex > | fxIndex_ |
| Real | legInitialNotional_ |
| Date | legFixingDate_ |
| virtual void | accept (AcyclicVisitor &) override |
| void | setPricer (const QuantLib::ext::shared_ptr< EquityCouponPricer > &) |
| QuantLib::ext::shared_ptr< EquityCouponPricer > | pricer () const |
equity coupon
