QuantLib_OvernightIndexedCoupon man page

OvernightIndexedCoupon — overnight coupon

Synopsis

#include <ql/cashflows/overnightindexedcoupon.hpp>

Inherits FloatingRateCoupon.

Public Member Functions

OvernightIndexedCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const boost::shared_ptr< OvernightIndex > &overnightIndex, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter())

Inspectors

const std::vector< Date > & fixingDates () const
fixing dates for the rates to be compounded
const std::vector< Time > & dt () const
accrual (compounding) periods
const std::vector< Rate > & indexFixings () const
fixings to be compounded
const std::vector< Date > & valueDates () const
value dates for the rates to be compounded

FloatingRateCoupon interface

Date fixingDate () const
the date when the coupon is fully determined

Visitability

void accept (AcyclicVisitor &)

Additional Inherited Members

Detailed Description

overnight coupon

Coupon paying the compounded interest due to daily overnight fixings.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

OvernightIndexedCoupon(3) and valueDates(3) are aliases of QuantLib_OvernightIndexedCoupon(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib