OvernightIndexedCoupon Class Reference
overnight coupon More...
#include <ql/cashflows/overnightindexedcoupon.hpp>
Inheritance diagram for OvernightIndexedCoupon:

Public Member Functions | |
OvernightIndexedCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const boost::shared_ptr< OvernightIndex > &overnightIndex, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter()) | |
Inspectors | |
const std::vector< Date > & | fixingDates () const |
fixing dates for the rates to be compounded | |
const std::vector< Time > & | dt () const |
accrual (compounding) periods | |
const std::vector< Rate > & | indexFixings () const |
fixings to be compounded | |
const std::vector< Date > & | valueDates () const |
value dates for the rates to be compounded | |
FloatingRateCoupon interface | |
Date | fixingDate () const |
the date when the coupon is fully determined | |
Visitability | |
void | accept (AcyclicVisitor &) |
Detailed Description
overnight coupon
Coupon paying the compounded interest due to daily overnight fixings.