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QuantLib_CmsCoupon
Langue: en
Version: 382721 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::CmsCoupon -CMS coupon class.
SYNOPSIS
#include <ql/cashflows/cmscoupon.hpp>
Inherits QuantLib::FloatingRateCoupon.
Public Member Functions
CmsCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< SwapIndex > &index, Real gearing=1.0, 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
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