FloatingAnnuityNominal Class Reference

#include <qle/cashflows/floatingannuitynominal.hpp>

Inheritance diagram for FloatingAnnuityNominal:

Collaboration diagram for FloatingAnnuityNominal:

Public Member Functions
	FloatingAnnuityNominal (const QuantLib::ext::shared_ptr< FloatingAnnuityCoupon > &floatingAnnuityCoupon)

Cashflow interface
QuantLib::ext::shared_ptr< FloatingAnnuityCoupon >	coupon_
Rate	amount () const override
Date	date () const override

Detailed Description

Nominal flows associated with the FloatingAnnuityCoupon

Definition at line 35 of file floatingannuitynominal.hpp.

Constructor & Destructor Documentation

FloatingAnnuityNominal()

FloatingAnnuityNominal

(

const QuantLib::ext::shared_ptr< FloatingAnnuityCoupon > &

floatingAnnuityCoupon

)

Definition at line 37 of file floatingannuitynominal.hpp.

        : coupon_(floatingAnnuityCoupon) {}

Member Function Documentation

amount()

Real amount ( ) const

override

Definition at line 50 of file floatingannuitynominal.hpp.

{ return coupon_->previousNominal() - coupon_->nominal(); }

date()

Date date ( ) const

override

Definition at line 48 of file floatingannuitynominal.hpp.

{ return coupon_->accrualStartDate(); }

Member Data Documentation

coupon_

QuantLib::ext::shared_ptr<FloatingAnnuityCoupon> coupon_

private

Definition at line 45 of file floatingannuitynominal.hpp.