EquityMarginCoupon(const Date &paymentDate, Real nominal, Rate rate, Real marginFactor, const Date &startDate, const Date &endDate, Natural fixingDays, const QuantLib::ext::shared_ptr< QuantExt::EquityIndex2 > &equityCurve, const DayCounter &dayCounter, bool isTotalReturn=false, Real dividendFactor=1.0, bool notionalReset=false, Real initialPrice=Null< Real >(), Real quantity=Null< Real >(), const Date &fixingStartDate=Date(), const Date &fixingEndDate=Date(), const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date(), Real multiplier=Null< Real >(), const QuantLib::ext::shared_ptr< FxIndex > &fxIndex=nullptr, const bool initialPriceIsInTargetCcy=false) | EquityMarginCoupon | |