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

formula based coupon class More...

#include <qle/cashflows/formulabasedcoupon.hpp>

+ Inheritance diagram for FormulaBasedCoupon:

Public Member Functions

 FormulaBasedCoupon (const Currency &paymentCurrency, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const QuantLib::ext::shared_ptr< FormulaBasedIndex > &index, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false)
 
Inspectors
const Currency & paymentCurrency () const
 
const QuantLib::ext::shared_ptr< FormulaBasedIndex > & formulaBasedIndex () const
 

Visitability

virtual void accept (AcyclicVisitor &) override
 

Detailed Description

formula based coupon class