- QuantLib
- IborCoupon
 
Coupon paying a Libor-type index More...
#include <ql/cashflows/iborcoupon.hpp>

| 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) | |
| Inspectors | |
| const boost::shared_ptr < IborIndex > & | iborIndex () const | 
| FloatingRateCoupon interface | |
| Rate | indexFixing () const | 
| Implemented in order to manage the case of par coupon. | |
| Visitability | |
| virtual void | accept (AcyclicVisitor &) | 
Coupon paying a Libor-type index