coupon accruing over a fixed period More...
#include <ql/cashflows/coupon.hpp>
 Inheritance diagram for Coupon:
 Inheritance diagram for Coupon:| Public Member Functions | |
| Coupon (const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | |
| Event interface | |
| Date | date () const | 
| CashFlow interface | |
| Date | exCouponDate () const | 
| returns the date that the cash flow trades exCoupon | |
| Inspectors | |
| 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 | |
| virtual Rate | rate () const =0 | 
| accrued rate | |
| virtual DayCounter | dayCounter () const =0 | 
| day counter for accrual calculation | |
| 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 | |
| virtual Real | accruedAmount (const Date &) const =0 | 
| accrued amount at the given date | |
| Visitability | |
| virtual void | accept (AcyclicVisitor &) | 
|  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... | |
| virtual Real | amount () const =0 | 
| returns the amount of the cash flow  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 () | 
| Protected Attributes | |
| Date | paymentDate_ | 
| Real | nominal_ | 
| Date | accrualStartDate_ | 
| Date | accrualEndDate_ | 
| Date | refPeriodStart_ | 
| Date | refPeriodEnd_ | 
| Date | exCouponDate_ | 
| Real | accrualPeriod_ | 
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.
| Coupon | ( | const Date & | paymentDate, | 
| Real | nominal, | ||
| const Date & | accrualStartDate, | ||
| const Date & | accrualEndDate, | ||
| const Date & | refPeriodStart = Date(), | ||
| const Date & | refPeriodEnd = Date(), | ||
| const Date & | exCouponDate = Date() | ||
| ) |