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QuantLib_OvernightIndexedCoupon
Langue: en
Version: 383126 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::OvernightIndexedCoupon -overnight coupon
SYNOPSIS
#include <ql/cashflows/overnightindexedcoupon.hpp>
Inherits QuantLib::FloatingRateCoupon.
Public Member Functions
OvernightIndexedCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const boost::shared_ptr< OvernightIndex > &overnightIndex, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter())
Inspectors
const std::vector< Date > & fixingDates () const
fixing dates for the rates to be compounded
const std::vector< Time > & dt () const
accrual (compounding) periods
const std::vector< Rate > & indexFixings () const
fixings to be compounded
const std::vector< Date > & valueDates () const
value dates for the rates to be compounded
FloatingRateCoupon interface
Date fixingDate () const
the date when the coupon is fully determined
Visitability
void accept (AcyclicVisitor &)
Detailed Description
overnight coupon
Coupon paying the compounded interest due to daily overnight fixings.
Author
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