QuantLib_CmsSpreadCoupon man page

CmsSpreadCoupon — CMS spread coupon class.

Synopsis

#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)

Inspectors

const boost::shared_ptr< SwapSpreadIndex > & swapSpreadIndex () const

Visitability

virtual void accept (AcyclicVisitor &)

Additional Inherited Members

Detailed Description

CMS spread coupon class.

Warning

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

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

Fri Sep 23 2016 Version 1.8.1 QuantLib