CmbCoupon Class Reference

CMB coupon class. More...

#include <qle/cashflows/cmbcoupon.hpp>

Inheritance diagram for CmbCoupon:

Collaboration diagram for CmbCoupon:

Public Member Functions
	CmbCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< ConstantMaturityBondIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date())
Visitability
void	accept (AcyclicVisitor &) override

Inspectors
ext::shared_ptr< ConstantMaturityBondIndex >	bondIndex_
const ext::shared_ptr< ConstantMaturityBondIndex > &	bondIndex () const
void	setPricer (const ext::shared_ptr< FloatingRateCouponPricer > &pricer) override

Detailed Description

CMB coupon class.

Definition at line 33 of file cmbcoupon.hpp.

Constructor & Destructor Documentation

CmbCoupon()

CmbCoupon	(	const Date &	paymentDate,
		Real	nominal,
		const Date &	startDate,
		const Date &	endDate,
		Natural	fixingDays,
		const ext::shared_ptr< ConstantMaturityBondIndex > &	index,
		Real	gearing = 1.0,
		Spread	spread = 0.0,
		const Date &	refPeriodStart = Date(),
		const Date &	refPeriodEnd = Date(),
		const DayCounter &	dayCounter = DayCounter(),
		bool	isInArrears = false,
		const Date &	exCouponDate = Date()
	)

Definition at line 26 of file cmbcoupon.cpp.

  : FloatingRateCoupon(paymentDate, nominal, startDate, endDate,
               fixingDays, bondIndex, gearing, spread,
               refPeriodStart, refPeriodEnd,
               dayCounter, isInArrears, exCouponDate),
    bondIndex_(bondIndex) {
    registerWith(bondIndex_);
}

Member Function Documentation

accept()

void accept ( AcyclicVisitor &  v )

override

Definition at line 47 of file cmbcoupon.cpp.

                                        {
    auto* v1 = dynamic_cast<Visitor<CmbCoupon>*>(&v);
    if (v1 != nullptr)
        v1->visit(*this);
    else
        FloatingRateCoupon::accept(v);
}

bondIndex()

const ext::shared_ptr< ConstantMaturityBondIndex > & bondIndex

(

)

const

Definition at line 55 of file cmbcoupon.hpp.

{ return bondIndex_; }

Here is the caller graph for this function:

setPricer()

void setPricer ( const ext::shared_ptr< FloatingRateCouponPricer > &  pricer )

override

Definition at line 88 of file cmbcoupon.cpp.

                                                                               {
    FloatingRateCoupon::setPricer(pricer);
}

Member Data Documentation

bondIndex_

ext::shared_ptr<ConstantMaturityBondIndex> bondIndex_

private

Definition at line 61 of file cmbcoupon.hpp.