FixedRateCoupon Class Reference

Coupon paying a fixed interest rate More...

#include <ql/cashflows/fixedratecoupon.hpp>

Inheritance diagram for FixedRateCoupon:

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())
 
 FixedRateCoupon (const Date &paymentDate, Real nominal, const InterestRate &interestRate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())
 
CashFlow interface
Real amount () const
 returns the amount of the cash flow
 
Coupon interface
Rate rate () const
 accrued rate
 
InterestRate interestRate () const
 
DayCounter dayCounter () const
 day counter for accrual calculation
 
Real accruedAmount (const Date &) const
 accrued amount at the given date
 
Visitability
virtual void accept (AcyclicVisitor &)
 
- 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())
 
Date date () const
 
Real nominal () const
 
const DateaccrualStartDate () const
 start of the accrual period
 
const DateaccrualEndDate () const
 end of the accrual period
 
const DatereferencePeriodStart () const
 start date of the reference period
 
const DatereferencePeriodEnd () const
 end date of the reference period
 
Time accrualPeriod () const
 accrual period as fraction of year
 
BigInteger accrualDays () const
 accrual period in days
 
Time accruedPeriod (const Date &) const
 accrued period as fraction of year at the given date
 
BigInteger accruedDays (const Date &) const
 accrued days at the given date
 
- Public Member Functions inherited from CashFlow
bool hasOccurred (const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const
 returns true if an event has already occurred before a date
 
Event interface
Visitability
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 

Additional Inherited Members

- Protected Attributes inherited from Coupon
Date paymentDate_
 
Real nominal_
 
Date accrualStartDate_
 
Date accrualEndDate_
 
Date refPeriodStart_
 
Date refPeriodEnd_
 

Detailed Description

Coupon paying a fixed interest rate

Member Function Documentation

Real amount ( ) const
virtual

returns the amount of the cash flow

Note
The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.

Implements CashFlow.