scalable coupon More...
#include <qle/cashflows/scaledcoupon.hpp>
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< Coupon > | underlyingCoupon () const |
scalable coupon
Coupon that returns the scaled results for an underlying coupon