swapIndex (3) - Linux Manuals

swapIndex: CMS coupon class.

NAME

QuantLib::CmsCoupon - CMS coupon class.

SYNOPSIS

#include <ql/cashflows/cmscoupon.hpp>

Inherits QuantLib::FloatingRateCoupon.

Public Member Functions

CmsCoupon (const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Natural fixingDays, const boost::shared_ptr< SwapIndex > &index, const Real gearing=1.0, const Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false)

Inspectors

const boost::shared_ptr< SwapIndex > & swapIndex () const

Visitability

virtual void accept (AcyclicVisitor &)

Detailed Description

CMS coupon class.

Warning

This class does not perform any date adjustment, i.e., the start and end date passed upon construction should be already rolled to a business day.

Author

Generated automatically by Doxygen for QuantLib from the source code.