FixedRateFXLinkedNotionalCoupon Class Reference

#include <qle/cashflows/fixedratefxlinkednotionalcoupon.hpp>

Inheritance diagram for FixedRateFXLinkedNotionalCoupon:

Collaboration diagram for FixedRateFXLinkedNotionalCoupon:

Public Member Functions
	FixedRateFXLinkedNotionalCoupon (const QuantLib::Date &fxFixingDate, QuantLib::Real foreignAmount, QuantLib::ext::shared_ptr< FxIndex > fxIndex, const QuantLib::ext::shared_ptr< FixedRateCoupon > &underlying)
	FloatingRateFXLinkedNotionalCoupon. More...
FXLinked interface
QuantLib::ext::shared_ptr< FXLinked >	clone (QuantLib::ext::shared_ptr< FxIndex > fxIndex) override
Coupon interface
QuantLib::Rate	nominal () const override
QuantLib::Rate	rate () const override
Observer interface
void	update () override
Public Member Functions inherited from FXLinked
	FXLinked (const Date &fixingDate, Real foreignAmount, QuantLib::ext::shared_ptr< FxIndex > fxIndex)
virtual	~FXLinked ()
Date	fxFixingDate () const
Real	foreignAmount () const
const QuantLib::ext::shared_ptr< FxIndex > &	fxIndex () const
Real	fxRate () const
virtual QuantLib::ext::shared_ptr< FXLinked >	clone (QuantLib::ext::shared_ptr< FxIndex > fxIndex)=0

Visitability
const QuantLib::ext::shared_ptr< FixedRateCoupon >	underlying_
void	accept (QuantLib::AcyclicVisitor &) override
QuantLib::ext::shared_ptr< FixedRateCoupon >	underlying () const
	more inspectors More...

Additional Inherited Members
Protected Attributes inherited from FXLinked
Date	fxFixingDate_
Real	foreignAmount_
QuantLib::ext::shared_ptr< FxIndex >	fxIndex_

Detailed Description

Coupon paying a Libor-type index on an fx-linked nominal

Definition at line 35 of file fixedratefxlinkednotionalcoupon.hpp.

Constructor & Destructor Documentation

FixedRateFXLinkedNotionalCoupon()

FixedRateFXLinkedNotionalCoupon	(	const QuantLib::Date &	fxFixingDate,
		QuantLib::Real	foreignAmount,
		QuantLib::ext::shared_ptr< FxIndex >	fxIndex,
		const QuantLib::ext::shared_ptr< FixedRateCoupon > &	underlying
	)

FloatingRateFXLinkedNotionalCoupon.

Definition at line 25 of file fixedratefxlinkednotionalcoupon.cpp.

    : FixedRateCoupon(underlying->date(), foreignAmount, underlying->rate(),
        underlying->dayCounter(), underlying->accrualStartDate(),
        underlying->accrualEndDate(), underlying->referencePeriodStart(),
        underlying->referencePeriodEnd()),
    FXLinked(fxFixingDate, foreignAmount, fxIndex), underlying_(underlying) {
    registerWith(FXLinked::fxIndex());
    registerWith(underlying_);
}

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Member Function Documentation

clone()

QuantLib::ext::shared_ptr< FXLinked > clone ( QuantLib::ext::shared_ptr< FxIndex >  fxIndex )

overridevirtual

Implements FXLinked.

Definition at line 62 of file fixedratefxlinkednotionalcoupon.cpp.

                                                                                                             {
    return QuantLib::ext::make_shared<FixedRateFXLinkedNotionalCoupon>(fxFixingDate(), foreignAmount(), fxIndex,
        underlying());
}

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nominal()

Rate nominal ( ) const

override

Definition at line 38 of file fixedratefxlinkednotionalcoupon.cpp.

                                                    { 
    return foreignAmount() * fxRate(); 
}

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rate()

Rate rate ( ) const

override

Definition at line 42 of file fixedratefxlinkednotionalcoupon.cpp.

                                                 { 
    return underlying_->rate();
}

update()

void update ( )

override

Definition at line 50 of file fixedratefxlinkednotionalcoupon.cpp.

                                             { 
    notifyObservers(); 
}

accept()

void accept ( QuantLib::AcyclicVisitor &  )

override

Definition at line 54 of file fixedratefxlinkednotionalcoupon.cpp.

                                                              {
    Visitor<FixedRateFXLinkedNotionalCoupon>* v1 = dynamic_cast<Visitor<FixedRateFXLinkedNotionalCoupon>*>(&v);
    if (v1 != 0)
        v1->visit(*this);
    else
        FixedRateCoupon::accept(v);
}

underlying()

QuantLib::ext::shared_ptr< FixedRateCoupon > underlying

(

)

const

more inspectors

Definition at line 46 of file fixedratefxlinkednotionalcoupon.cpp.

                                                                                         { 
    return underlying_; 
}

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Member Data Documentation

underlying_

const QuantLib::ext::shared_ptr<FixedRateCoupon> underlying_

private

Definition at line 66 of file fixedratefxlinkednotionalcoupon.hpp.