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

#include <qle/cashflows/floatingratefxlinkednotionalcoupon.hpp>

+ Inheritance diagram for FloatingRateFXLinkedNotionalCoupon:

Public Member Functions

 FloatingRateFXLinkedNotionalCoupon (const Date &fxFixingDate, Real foreignAmount, boost::shared_ptr< FxIndex > fxIndex, const boost::shared_ptr< FloatingRateCoupon > &underlying)
 FloatingRateFXLinkedNotionalCoupon.
 
FXLinked interface
boost::shared_ptr< FXLinkedclone (boost::shared_ptr< FxIndex > fxIndex) override
 
Obverver interface
void deepUpdate () override
 
LazyObject interface
void performCalculations () const override
 
void alwaysForwardNotifications () override
 
Coupon interface
Rate nominal () const override
 
FloatingRateCoupon interface
Rate indexFixing () const override
 
void setPricer (const ext::shared_ptr< FloatingRateCouponPricer > &p) 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 (AcyclicVisitor &) override
 
boost::shared_ptr< FloatingRateCouponunderlying () 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