- QuantLib
- CmsCoupon
CMS coupon class. More...
#include <ql/cashflows/cmscoupon.hpp>
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) | |
Inspectors | |
const boost::shared_ptr < SwapIndex > & | swapIndex () const |
Visitability | |
virtual void | accept (AcyclicVisitor &) |
CMS coupon class.