- 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.