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Reference manual - version qle_version
Public Member Functions | List of all members
FixedRateFXLinkedNotionalCoupon Class Reference

#include <qle/cashflows/fixedratefxlinkednotionalcoupon.hpp>

+ Inheritance diagram for FixedRateFXLinkedNotionalCoupon:

Public Member Functions

 FixedRateFXLinkedNotionalCoupon (const QuantLib::Date &fxFixingDate, QuantLib::Real foreignAmount, boost::shared_ptr< FxIndex > fxIndex, const boost::shared_ptr< FixedRateCoupon > &underlying)
 FloatingRateFXLinkedNotionalCoupon.
 
FXLinked interface
boost::shared_ptr< FXLinkedclone (boost::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, boost::shared_ptr< FxIndex > fxIndex)
 
Date fxFixingDate () const
 
Real foreignAmount () const
 
const boost::shared_ptr< FxIndex > & fxIndex () const
 
Real fxRate () const
 

Visitability

void accept (QuantLib::AcyclicVisitor &) override
 
boost::shared_ptr< FixedRateCouponunderlying () const
 more inspectors
 

Additional Inherited Members

- Protected Attributes inherited from FXLinked
Date fxFixingDate_
 
Real foreignAmount_
 
boost::shared_ptr< FxIndexfxIndex_
 

Detailed Description

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