Coupon Class Reference

### A free/open-source library for quantitative finance

Public Member Functions | Protected Attributes
Coupon Class Reference

coupon accruing over a fixed period More...

`#include <ql/cashflows/coupon.hpp>`

Inheritance diagram for Coupon:
[legend]

List of all members.

## Public Member Functions
| Coupon (const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())
Event interface
Date | date () const
Inspectors
Real | nominal () const
const Date & | accrualStartDate () const
| start of the accrual period
const Date & | accrualEndDate () const
| end of the accrual period
const Date & | referencePeriodStart () const
| start date of the reference period
const Date & | referencePeriodEnd () const
| end date of the reference period
Time | accrualPeriod () const
| accrual period as fraction of year
BigInteger | accrualDays () const
| accrual period in days
virtual Rate | rate () const =0
| accrued rate
virtual DayCounter | dayCounter () const =0
| day counter for accrual calculation
Time | accruedPeriod (const Date &) const
| accrued period as fraction of year at the given date
BigInteger | accruedDays (const Date &) const
| accrued days at the given date
virtual Real | accruedAmount (const Date &) const =0
| accrued amount at the given date
Visitability
virtual void | accept (AcyclicVisitor &)
## Protected Attributes
Date | paymentDate_
Real | nominal_
Date | accrualStartDate_
Date | accrualEndDate_
Date | refPeriodStart_
Date | refPeriodEnd_

## Detailed Description

coupon accruing over a fixed period

This class implements part of the CashFlow interface but it is still abstract and provides derived classes with methods for accrual period calculations.

Examples:
  BermudanSwaption.cpp.

## Constructor & Destructor Documentation

Coupon | ( | const Date & | paymentDate,
|  | Real | nominal,
|  | const Date & | accrualStartDate,
|  | const Date & | accrualEndDate,
|  | const Date & | refPeriodStart = `Date()`,
|  | const Date & | refPeriodEnd = `Date()`
| ) |  |

Warning:
  the coupon does not adjust the payment date which must already be a business day.

## Member Function Documentation

Date date | ( |  | ) | const`[virtual]`

Note:
  This is inherited from the event class

Implements CashFlow.