ScaledCoupon Class Reference

scalable coupon More...

#include <qle/cashflows/scaledcoupon.hpp>

Inheritance diagram for ScaledCoupon:

Collaboration diagram for ScaledCoupon:

Public Member Functions
	ScaledCoupon (Real multiplier, QuantLib::ext::shared_ptr< Coupon > underlyingCoupon)
Observer interface
void	update () override
Cashflow interface
Rate	amount () const override

Inspectors
Real	multiplier_
QuantLib::ext::shared_ptr< Coupon >	underlyingCoupon_
Real	accruedAmount (const Date &d) const override
Rate	nominal () const override
Rate	rate () const override
DayCounter	dayCounter () const override
const Real	multiplier () const
const QuantLib::ext::shared_ptr< Coupon >	underlyingCoupon () const

Detailed Description

scalable coupon

Coupon that returns the scaled results for an underlying coupon

Definition at line 55 of file scaledcoupon.hpp.

Constructor & Destructor Documentation

ScaledCoupon()

ScaledCoupon	(	Real	multiplier,
		QuantLib::ext::shared_ptr< Coupon >	underlyingCoupon
	)

Definition at line 57 of file scaledcoupon.hpp.

        : Coupon(underlyingCoupon->date(), underlyingCoupon->nominal(), underlyingCoupon->accrualStartDate(),
                 underlyingCoupon->accrualEndDate()),
          multiplier_(multiplier), underlyingCoupon_(underlyingCoupon) {
        registerWith(underlyingCoupon_);
    };

Member Function Documentation

update()

void update ( )

override

Definition at line 64 of file scaledcoupon.hpp.

{ notifyObservers(); }

amount()

Rate amount ( ) const

override

Definition at line 66 of file scaledcoupon.hpp.

{ return multiplier_ * underlyingCoupon_->amount(); }

accruedAmount()

Real accruedAmount ( const Date &  d ) const

override

Definition at line 69 of file scaledcoupon.hpp.

{ return multiplier_ * underlyingCoupon_->accruedAmount(d); }

nominal()

Rate nominal ( ) const

override

Definition at line 70 of file scaledcoupon.hpp.

{ return multiplier_ * underlyingCoupon_->nominal(); }

rate()

Rate rate ( ) const

override

Definition at line 71 of file scaledcoupon.hpp.

{ return underlyingCoupon_->rate(); }

dayCounter()

DayCounter dayCounter ( ) const

override

Definition at line 72 of file scaledcoupon.hpp.

{ return underlyingCoupon_->dayCounter(); }

multiplier()

const Real multiplier

(

)

const

Definition at line 74 of file scaledcoupon.hpp.

{ return multiplier_; }

underlyingCoupon()

const QuantLib::ext::shared_ptr< Coupon > underlyingCoupon

(

)

const

Definition at line 75 of file scaledcoupon.hpp.

{ return underlyingCoupon_; }

Member Data Documentation

multiplier_

Real multiplier_

private

Definition at line 78 of file scaledcoupon.hpp.

underlyingCoupon_

QuantLib::ext::shared_ptr<Coupon> underlyingCoupon_

private

Definition at line 79 of file scaledcoupon.hpp.