29#ifndef quantlib_fixed_rate_coupon_hpp
30#define quantlib_fixed_rate_coupon_hpp
32#include <ql/cashflows/coupon.hpp>
33#include <ql/patterns/visitor.hpp>
34#include <ql/interestrate.hpp>
35#include <ql/time/daycounter.hpp>
36#include <ql/time/schedule.hpp>
113 bool endOfMonth =
false);
114 operator Leg()
const;
degenerate base class for the Acyclic Visitor pattern
coupon accruing over a fixed period
const Date & accrualStartDate() const
start of the accrual period
void accept(AcyclicVisitor &) override
Date exCouponDate() const override
returns the date that the cash flow trades exCoupon
virtual Real nominal() const
const Date & accrualEndDate() const
end of the accrual period
Coupon paying a fixed interest rate
InterestRate interestRate() const
void performCalculations() const override
Rate rate() const override
accrued rate
Real amount() const override
returns the amount of the cash flow
void accept(AcyclicVisitor &) override
DayCounter dayCounter() const override
day counter for accrual calculation
Real accruedAmount(const Date &) const override
accrued amount at the given date
helper class building a sequence of fixed rate coupons
BusinessDayConvention paymentAdjustment_
FixedRateLeg & withNotionals(Real)
BusinessDayConvention exCouponAdjustment_
Calendar paymentCalendar_
std::vector< InterestRate > couponRates_
DayCounter firstPeriodDC_
FixedRateLeg & withPaymentCalendar(const Calendar &)
std::vector< Real > notionals_
FixedRateLeg & withPaymentAdjustment(BusinessDayConvention)
FixedRateLeg & withCouponRates(Rate, const DayCounter &paymentDayCounter, Compounding comp=Simple, Frequency freq=Annual)
FixedRateLeg & withLastPeriodDayCounter(const DayCounter &)
Calendar exCouponCalendar_
FixedRateLeg & withFirstPeriodDayCounter(const DayCounter &)
FixedRateLeg & withPaymentLag(Natural lag)
FixedRateLeg & withExCouponPeriod(const Period &, const Calendar &, BusinessDayConvention, bool endOfMonth=false)
Concrete interest rate class.
const DayCounter & dayCounter() const
Visitor for a specific class
virtual void visit(T &)=0
Frequency
Frequency of events.
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer
Compounding
Interest rate coumpounding rule.
std::vector< ext::shared_ptr< CashFlow > > Leg
Sequence of cash-flows.