indexedcoupon.hpp File Reference

coupon with an indexed notional More...

#include <ql/cashflows/coupon.hpp>
#include <ql/index.hpp>
#include <ql/time/schedule.hpp>

Classes
class	IndexedCoupon
	indexed coupon More...
class	IndexWrappedCashFlow
	indexed cashflow More...
class	IndexedCouponLeg
	indexed coupon leg More...

Functions
boost::shared_ptr< CashFlow >	unpackIndexedCouponOrCashFlow (const boost::shared_ptr< CashFlow > &c)
boost::shared_ptr< Coupon >	unpackIndexedCoupon (const boost::shared_ptr< Coupon > &c)
boost::shared_ptr< CashFlow >	unpackIndexWrappedCashFlow (const boost::shared_ptr< CashFlow > &c)
Real	getIndexedCouponOrCashFlowMultiplier (const boost::shared_ptr< CashFlow > &c)
std::vector< std::tuple< Date, boost::shared_ptr< Index >, Real > >	getIndexedCouponOrCashFlowFixingDetails (const boost::shared_ptr< CashFlow > &c)

Detailed Description

coupon with an indexed notional