nominal_ (3) - Linux Manuals
nominal_: coupon accruing over a fixed period
NAME
QuantLib::Coupon - coupon accruing over a fixed period
SYNOPSIS
#include <ql/cashflows/coupon.hpp>
Inherits QuantLib::CashFlow.
Inherited by FixedRateCoupon, and FloatingRateCoupon.
Public Member Functions
Coupon (Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())
Partial CashFlow interface
Date date () const
Inspectors
Real nominal () const
const Date & accrualStartDate () const
start of the accrual period
const Date & accrualEndDate () const
end of the accrual period
const Date & referencePeriodStart () const
start date of the reference period
const Date & referencePeriodEnd () const
end date of the reference period
Time accrualPeriod () const
accrual period as fraction of year
Integer accrualDays () const
accrual period in days
virtual Rate rate () const =0
accrued rate
virtual DayCounter dayCounter () const =0
day counter for accrual calculation
virtual Real accruedAmount (const Date &) const =0
accrued amount at the given date
Visitability
virtual void accept (AcyclicVisitor &)
Protected Attributes
Real nominal_
Date paymentDate_
Date accrualStartDate_
Date accrualEndDate_
Date refPeriodStart_
Date refPeriodEnd_
Detailed Description
coupon accruing over a fixed period
This class implements part of the CashFlow interface but it is still abstract and provides derived classes with methods for accrual period calculations.
Examples:
Constructor & Destructor Documentation
Coupon (Real nominal, const Date & paymentDate, const Date & accrualStartDate, const Date & accrualEndDate, const Date & refPeriodStart = Date(), const Date & refPeriodEnd = Date())
Warning
- the coupon does not adjust the payment date which must already be a business day.
Member Function Documentation
Date date () const [virtual]
Note:
- This is inheriited from the event class
Implements CashFlow.
Author
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