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Short< ParCoupon > Class Template Reference#include <ql/CashFlows/shortfloatingcoupon.hpp>
Inheritance diagram for Short< ParCoupon >: ![]() Detailed Descriptiontemplate<>
Short coupon at par on a term structure
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Public Member Functions | |
Short (Real nominal, const Date &paymentDate, const boost::shared_ptr< Xibor > &index, const Date &startDate, const Date &endDate, Integer fixingDays, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter()) | |
Real | amount () const |
throws when an interpolated fixing is needed | |
Visitability | |
virtual void | accept (AcyclicVisitor &) |
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