formula based coupon class More...

#include <qle/cashflows/formulabasedcoupon.hpp>

Inheritance diagram for FormulaBasedCoupon:

Collaboration diagram for FormulaBasedCoupon:

Public Member Functions
	FormulaBasedCoupon (const Currency &paymentCurrency, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const QuantLib::ext::shared_ptr< FormulaBasedIndex > &index, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false)

Inspectors
const Currency &	paymentCurrency () const

const QuantLib::ext::shared_ptr< FormulaBasedIndex > &	formulaBasedIndex () const

Visitability
const Currency	paymentCurrency_

QuantLib::ext::shared_ptr< FormulaBasedIndex >	index_

virtual void	accept (AcyclicVisitor &) override

Detailed Description

formula based coupon class

Definition at line 39 of file formulabasedcoupon.hpp.

Constructor & Destructor Documentation

◆ FormulaBasedCoupon()

FormulaBasedCoupon	(	const Currency &	paymentCurrency,
		const Date &	paymentDate,
		Real	nominal,
		const Date &	startDate,
		const Date &	endDate,
		Natural	fixingDays,
		const QuantLib::ext::shared_ptr< FormulaBasedIndex > &	index,
		const Date &	refPeriodStart = `Date()`,
		const Date &	refPeriodEnd = `Date()`,
		const DayCounter &	dayCounter = `DayCounter()`,
		bool	isInArrears = `false`
	)

Definition at line 27 of file formulabasedcoupon.cpp.

    : FloatingRateCoupon(paymentDate, nominal, startDate, endDate, fixingDays, index, 1.0, 0.0, refPeriodStart,
                         refPeriodEnd, dayCounter, isInArrears),
      paymentCurrency_(paymentCurrency), index_(index) {}

Member Function Documentation

◆ paymentCurrency()

const Currency & paymentCurrency ( ) const

Definition at line 47 of file formulabasedcoupon.hpp.

47{ return paymentCurrency_; }

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◆ formulaBasedIndex()

const QuantLib::ext::shared_ptr< FormulaBasedIndex > & formulaBasedIndex ( ) const

Definition at line 48 of file formulabasedcoupon.hpp.

48{ return index_; }

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◆ accept()

void accept ( AcyclicVisitor & v )

overridevirtual

Definition at line 35 of file formulabasedcoupon.cpp.

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

Member Data Documentation

◆ paymentCurrency_

const Currency paymentCurrency_

private

Definition at line 55 of file formulabasedcoupon.hpp.

◆ index_

QuantLib::ext::shared_ptr<FormulaBasedIndex> index_