QuantLib_CmsSpreadCoupon man page

CmsSpreadCoupon — CMS spread coupon class.


#include <ql/experimental/coupons/cmsspreadcoupon.hpp>

Inherits FloatingRateCoupon.

Public Member Functions

CmsSpreadCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< SwapSpreadIndex > &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< SwapSpreadIndex > & swapSpreadIndex () const


virtual void accept (AcyclicVisitor &)

Additional Inherited Members

Detailed Description

CMS spread 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.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

CmsSpreadCoupon(3) and swapSpreadIndex(3) are aliases of QuantLib_CmsSpreadCoupon(3).

QuantLib Version 1.8.1 Fri Sep 23 2016