#include <qle/cashflows/fixedratefxlinkednotionalcoupon.hpp>

Inheritance diagram for FixedRateFXLinkedNotionalCoupon:

Public Member Functions
	FixedRateFXLinkedNotionalCoupon (const QuantLib::Date &fxFixingDate, QuantLib::Real foreignAmount, QuantLib::ext::shared_ptr< FxIndex > fxIndex, const QuantLib::ext::shared_ptr< FixedRateCoupon > &underlying)
	FloatingRateFXLinkedNotionalCoupon.

FXLinked interface
QuantLib::ext::shared_ptr< FXLinked >	clone (QuantLib::ext::shared_ptr< FxIndex > fxIndex) override

Coupon interface
QuantLib::Rate	nominal () const override

QuantLib::Rate	rate () const override

Observer interface
void	update () override

Public Member Functions inherited from FXLinked
	FXLinked (const Date &fixingDate, Real foreignAmount, QuantLib::ext::shared_ptr< FxIndex > fxIndex)

Date	fxFixingDate () const

Real	foreignAmount () const

const QuantLib::ext::shared_ptr< FxIndex > &	fxIndex () const

Real	fxRate () const

Visitability
void	accept (QuantLib::AcyclicVisitor &) override

QuantLib::ext::shared_ptr< FixedRateCoupon >	underlying () const
	more inspectors

Additional Inherited Members
Protected Attributes inherited from FXLinked
Date	fxFixingDate_

Real	foreignAmount_

QuantLib::ext::shared_ptr< FxIndex >	fxIndex_

Detailed Description

Coupon paying a Libor-type index on an fx-linked nominal

Public Member Functions