QuantLib_CmsCoupon man page

CmsCoupon — CMS coupon class.


#include <ql/cashflows/cmscoupon.hpp>

Inherits FloatingRateCoupon.

Public Member Functions

CmsCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< SwapIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false)


const boost::shared_ptr< SwapIndex > & swapIndex () const


virtual void accept (AcyclicVisitor &)

Additional Inherited Members

Detailed Description

CMS coupon class.


This class does not perform any date adjustment, i.e., the start and end date passed upon construction should be already rolled to a business day.


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Referenced By

CmsCoupon(3) and swapIndex(3) are aliases of QuantLib_CmsCoupon(3).

QuantLib Version 1.8.1 Fri Sep 23 2016