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

scalable coupon More...

#include <qle/cashflows/scaledcoupon.hpp>

+ Inheritance diagram for ScaledCoupon:

Public Member Functions

 ScaledCoupon (Real multiplier, boost::shared_ptr< Coupon > underlyingCoupon)
 
Observer interface
void update () override
 
Cashflow interface
Rate amount () const override
 

Inspectors

Real accruedAmount (const Date &d) const override
 
Rate nominal () const override
 
Rate rate () const override
 
DayCounter dayCounter () const override
 
const Real multiplier () const
 
const boost::shared_ptr< CouponunderlyingCoupon () const
 

Detailed Description

scalable coupon

Coupon that returns the scaled results for an underlying coupon