# QuantLib_AverageBMACoupon man page

AverageBMACoupon — **Average** BMA coupon.

## Synopsis

`#include <ql/cashflows/averagebmacoupon.hpp>`

Inherits **FloatingRateCoupon**.

### Public Member Functions

AverageBMACoupon(constDate&paymentDate,Realnominal, constDate&startDate, constDate&endDate, const boost::shared_ptr<BMAIndex> &index,Real gearing=1.0,Spread spread=0.0, constDate&refPeriodStart=Date(), constDate&refPeriodEnd=Date(), constDayCounter&dayCounter=DayCounter())

**FloatingRateCoupon interface**

Date fixingDate() const

not applicable here; usefixingDates()instead

std::vector<Date>fixingDates() const

fixing dates of the rates to be averagedRate indexFixing() const

not applicable here; useindexFixings()instead

std::vector<Rate>indexFixings() const

fixings of the underlying index to be averagedRate convexityAdjustment() const

not applicable here

**Visitability**

voidaccept(AcyclicVisitor&)

### Additional Inherited Members

## Detailed Description

**Average** BMA coupon.

Coupon paying a BMA index, where the coupon rate is a weighted average of relevant fixings.

The weighted average is computed based on the actual calendar days for which a given fixing is valid and contributing to the given interest period.

Before weights are computed, the fixing schedule is adjusted for the index's fixing day gap. See **rate()** method for details.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

AverageBMACoupon(3), convexityAdjustment(3), fixingDate(3), fixingDates(3), indexFixing(3) and indexFixings(3) are aliases of QuantLib_AverageBMACoupon(3).