indexed coupon More...

#include <qle/cashflows/indexedcoupon.hpp>

Inheritance diagram for IndexedCoupon:

Public Member Functions
	IndexedCoupon (const boost::shared_ptr< Coupon > &c, const Real qty, const boost::shared_ptr< Index > &index, const Date &fixingDate)

	IndexedCoupon (const boost::shared_ptr< Coupon > &c, const Real qty, const Real initialFixing)

Observer interface
void	update () override

Coupon interface
Real	amount () const override

Real	nominal () const override

Real	rate () const override

DayCounter	dayCounter () const override

Real	accruedAmount (const Date &d) const override

Inspectors
boost::shared_ptr< Coupon >	underlying () const

Real	quantity () const

boost::shared_ptr< Index >	index () const

const Date &	fixingDate () const

Real	initialFixing () const

Real	multiplier () const

Visitability
void	accept (AcyclicVisitor &) override

Detailed Description

indexed coupon

Constructor & Destructor Documentation

IndexedCoupon	(	const boost::shared_ptr< Coupon > &	c,
		const Real	qty,
		const boost::shared_ptr< Index > &	index,
		const Date &	fixingDate
	)

pays c->amount() * qty * index(fixingDate)

IndexedCoupon	(	const boost::shared_ptr< Coupon > &	c,
		const Real	qty,
		const Real	initialFixing
	)

pays c->amount() * qty * initialFixing