Coupon paying a fixed interest rate More...
#include <ql/cashflows/fixedratecoupon.hpp>
 Inheritance diagram for FixedRateCoupon:
 Inheritance diagram for FixedRateCoupon:| Public Member Functions | |
| constructors | |
| FixedRateCoupon (const Date &paymentDate, Real nominal, Rate rate, const DayCounter &dayCounter, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | |
| FixedRateCoupon (const Date &paymentDate, Real nominal, const InterestRate &interestRate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | |
| CashFlow interface | |
| Real | amount () const | 
| returns the amount of the cash flow  More... | |
| Coupon interface | |
| Rate | rate () const | 
| accrued rate | |
| InterestRate | interestRate () const | 
| DayCounter | dayCounter () const | 
| day counter for accrual calculation | |
| Real | accruedAmount (const Date &) const | 
| accrued amount at the given date | |
| Visitability | |
| virtual void | accept (AcyclicVisitor &) | 
|  Public Member Functions inherited from Coupon | |
| Coupon (const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | |
| Date | date () const | 
| Date | exCouponDate () const | 
| returns the date that the cash flow trades exCoupon | |
| virtual 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 | |
| Date::serial_type | accrualDays () const | 
| accrual period in days | |
| Time | accruedPeriod (const Date &) const | 
| accrued period as fraction of year at the given date | |
| Date::serial_type | accruedDays (const Date &) const | 
| accrued days at the given date | |
|  Public Member Functions inherited from CashFlow | |
| bool | hasOccurred (const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const | 
| returns true if an event has already occurred before a date  More... | |
| bool | tradingExCoupon (const Date &refDate=Date()) const | 
| returns true if the cashflow is trading ex-coupon on the refDate | |
| Event interface | |
| Visitability | |
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
| Additional Inherited Members | |
|  Protected Attributes inherited from Coupon | |
| Date | paymentDate_ | 
| Real | nominal_ | 
| Date | accrualStartDate_ | 
| Date | accrualEndDate_ | 
| Date | refPeriodStart_ | 
| Date | refPeriodEnd_ | 
| Date | exCouponDate_ | 
| Real | accrualPeriod_ | 
Coupon paying a fixed interest rate