#include <qle/cashflows/floatingratefxlinkednotionalcoupon.hpp>
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< FXLinked > | clone (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< FloatingRateCoupon > | underlying () const |
more inspectors | |
Additional Inherited Members | |
Protected Attributes inherited from FXLinked | |
Date | fxFixingDate_ |
Real | foreignAmount_ |
boost::shared_ptr< FxIndex > | fxIndex_ |
Coupon paying a Libor-type index on an fx-linked nominal