Coupon Class Reference

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(), 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
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 ()

Visitability
Date	paymentDate_
Real	nominal_
Date	accrualStartDate_
Date	accrualEndDate_
Date	refPeriodStart_
Date	refPeriodEnd_
Date	exCouponDate_
Real	accrualPeriod_
virtual void	accept (AcyclicVisitor &)

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.

Constructor & Destructor Documentation

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()
	)

Warning:

the coupon does not adjust the payment date which must already be a business day.

Member Function Documentation

date()

Date date ( ) const

virtual

Note

This is inherited from the event class

Implements CashFlow.