Coupon Class Referenceabstract

coupon accruing over a fixed period More...

#include <ql/cashflows/coupon.hpp>

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())
 
Event interface
Date date () const
 
Inspectors
Real nominal () const
 
const DateaccrualStartDate () const
 start of the accrual period
 
const DateaccrualEndDate () const
 end of the accrual period
 
const DatereferencePeriodStart () const
 start date of the reference period
 
const DatereferencePeriodEnd () const
 end date of the reference period
 
Time accrualPeriod () const
 accrual period as fraction of year
 
BigInteger 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
 
BigInteger 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...
 
Event interface
Visitability
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 

Protected Attributes

Date paymentDate_
 
Real nominal_
 
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:
BermudanSwaption.cpp.

Constructor & Destructor Documentation

Coupon ( const Date paymentDate,
Real  nominal,
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 inherited from the event class

Implements CashFlow.