QuantLib_IborCoupon man page

IborCoupon — Coupon paying a Libor-type index  


#include <ql/cashflows/iborcoupon.hpp>

Inherits FloatingRateCoupon.

Public Member Functions

IborCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< IborIndex > &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< IborIndex > & iborIndex () const
const Date & fixingEndDate () const
this is dependent on QL_USE_INDEXED_COUPON

FloatingRateCoupon interface

Rate indexFixing () const
Implemented in order to manage the case of par coupon.


virtual void accept (AcyclicVisitor &)

Additional Inherited Members

Detailed Description

Coupon paying a Libor-type index


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

The man pages fixingEndDate(3), IborCoupon(3) and iborIndex(3) are aliases of QuantLib_IborCoupon(3).

Wed Feb 7 2018 Version 1.10.1 QuantLib