QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Coupon paying a fixed interest rate More...
#include <fixedratecoupon.hpp>
Public Member Functions | |
constructors | |
FixedRateCoupon (const Date &paymentDate, Real nominal, Rate rate, const DayCounter &dayCounter, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | |
FixedRateCoupon (const Date &paymentDate, Real nominal, InterestRate interestRate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | |
LazyObject interface | |
void | performCalculations () const override |
CashFlow interface | |
Real | amount () const override |
returns the amount of the cash flow More... | |
Coupon interface | |
Rate | rate () const override |
accrued rate More... | |
InterestRate | interestRate () const |
DayCounter | dayCounter () const override |
day counter for accrual calculation More... | |
Real | accruedAmount (const Date &) const override |
accrued amount at the given date More... | |
Public Member Functions inherited from Coupon | |
Coupon (const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | |
Date | date () const override |
Date | exCouponDate () const override |
returns the date that the cash flow trades exCoupon More... | |
virtual Real | nominal () const |
const Date & | accrualStartDate () const |
start of the accrual period More... | |
const Date & | accrualEndDate () const |
end of the accrual period More... | |
const Date & | referencePeriodStart () const |
start date of the reference period More... | |
const Date & | referencePeriodEnd () const |
end date of the reference period More... | |
Time | accrualPeriod () const |
accrual period as fraction of year More... | |
Date::serial_type | accrualDays () const |
accrual period in days More... | |
Time | accruedPeriod (const Date &) const |
accrued period as fraction of year at the given date More... | |
Date::serial_type | accruedDays (const Date &) const |
accrued days at the given date More... | |
Public Member Functions inherited from CashFlow | |
~CashFlow () override=default | |
bool | hasOccurred (const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const override |
returns true if an event has already occurred before a date More... | |
bool | tradingExCoupon (const Date &refDate=Date()) const |
returns true if the cashflow is trading ex-coupon on the refDate More... | |
Public Member Functions inherited from Event | |
~Event () override=default | |
Public Member Functions inherited from Observable | |
Observable () | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
Observable (Observable &&)=delete | |
Observable & | operator= (Observable &&)=delete |
virtual | ~Observable ()=default |
void | notifyObservers () |
Public Member Functions inherited from LazyObject | |
LazyObject () | |
~LazyObject () override=default | |
void | update () override |
bool | isCalculated () const |
void | forwardFirstNotificationOnly () |
void | alwaysForwardNotifications () |
void | recalculate () |
void | freeze () |
void | unfreeze () |
Public Member Functions inherited from Observer | |
Observer ()=default | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
virtual | ~Observer () |
std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
void | registerWithObservables (const ext::shared_ptr< Observer > &) |
Size | unregisterWith (const ext::shared_ptr< Observable > &) |
void | unregisterWithAll () |
virtual void | update ()=0 |
virtual void | deepUpdate () |
Visitability | |
InterestRate | rate_ |
Real | amount_ |
void | accept (AcyclicVisitor &) override |
Additional Inherited Members | |
Public Types inherited from Observer | |
typedef set_type::iterator | iterator |
Protected Member Functions inherited from LazyObject | |
virtual void | calculate () const |
Protected Attributes inherited from Coupon | |
Date | paymentDate_ |
Real | nominal_ |
Date | accrualStartDate_ |
Date | accrualEndDate_ |
Date | refPeriodStart_ |
Date | refPeriodEnd_ |
Date | exCouponDate_ |
Real | accrualPeriod_ |
Protected Attributes inherited from LazyObject | |
bool | calculated_ = false |
bool | frozen_ = false |
bool | alwaysForward_ |
Coupon paying a fixed interest rate
Definition at line 41 of file fixedratecoupon.hpp.
FixedRateCoupon | ( | const Date & | paymentDate, |
Real | nominal, | ||
Rate | rate, | ||
const DayCounter & | dayCounter, | ||
const Date & | accrualStartDate, | ||
const Date & | accrualEndDate, | ||
const Date & | refPeriodStart = Date() , |
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const Date & | refPeriodEnd = Date() , |
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const Date & | exCouponDate = Date() |
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) |
Definition at line 32 of file fixedratecoupon.cpp.
FixedRateCoupon | ( | const Date & | paymentDate, |
Real | nominal, | ||
InterestRate | interestRate, | ||
const Date & | accrualStartDate, | ||
const Date & | accrualEndDate, | ||
const Date & | refPeriodStart = Date() , |
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const Date & | refPeriodEnd = Date() , |
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const Date & | exCouponDate = Date() |
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) |
Definition at line 45 of file fixedratecoupon.cpp.
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overridevirtual |
This method must implement any calculations which must be (re)done in order to calculate the desired results.
Reimplemented from CashFlow.
Definition at line 67 of file fixedratecoupon.cpp.
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overridevirtual |
returns the amount of the cash flow
Implements CashFlow.
Definition at line 62 of file fixedratecoupon.cpp.
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overridevirtual |
InterestRate interestRate | ( | ) | const |
Definition at line 74 of file fixedratecoupon.hpp.
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overridevirtual |
day counter for accrual calculation
Implements Coupon.
Definition at line 75 of file fixedratecoupon.hpp.
accrued amount at the given date
Implements Coupon.
Definition at line 73 of file fixedratecoupon.cpp.
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overridevirtual |
Reimplemented from Coupon.
Definition at line 129 of file fixedratecoupon.hpp.
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private |
Definition at line 83 of file fixedratecoupon.hpp.
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mutableprivate |
Definition at line 84 of file fixedratecoupon.hpp.