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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_c_m_s_coupon.html">CMSCoupon</a></div>
<h1>CMSCoupon Class Reference</h1><!-- doxytag: class="QuantLib::CMSCoupon" --><!-- doxytag: inherits="QuantLib::FloatingRateCoupon" --><code>#include <ql/CashFlows/cmscoupon.hpp></code>
<p>
Inheritance diagram for CMSCoupon:<p><center><img src="class_quant_lib_1_1_c_m_s_coupon__inherit__graph.png" border="0" usemap="#_c_m_s_coupon__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_c_m_s_coupon-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
CMS coupon class.
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<dl compact><dt><b><a class="el" href="caveats.html#_caveats000004">Warning:</a></b></dt><dd>This class does not perform any date adjustment, i.e., the start and end date passed upon construction should be already rolled to a business day. </dd></dl>
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<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="766e8226e6952c48f30048b3607048ac"></a><!-- doxytag: member="QuantLib::CMSCoupon::CMSCoupon" ref="766e8226e6952c48f30048b3607048ac" args="(const Real nominal, const Date &paymentDate, const boost::shared_ptr< SwapIndex > &index, const Date &startDate, const Date &endDate, Integer fixingDays, const DayCounter &dayCounter, const boost::shared_ptr< VanillaCMSCouponPricer > &pricer, Real gearing, Rate spread, Rate cap=Null< Rate >(), Rate floor=Null< Rate >(), Real meanReversion=0., const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), bool isInArrears=false)" -->
</td><td class="memItemRight" valign="bottom"><b>CMSCoupon</b> (const Real nominal, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &paymentDate, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > &index, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &endDate, <a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> fixingDays, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &dayCounter, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_vanilla_c_m_s_coupon_pricer.html">VanillaCMSCouponPricer</a> > &pricer, Real gearing, Rate spread, Rate cap=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< Rate >(), Rate floor=<a class="el" href="class_quant_lib_1_1_null.html">Null</a>< Rate >(), Real meanReversion=0., const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refPeriodStart=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refPeriodEnd=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), bool isInArrears=false)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Coupon interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e054b832a2ce2eda85fd951caf645cb9"></a><!-- doxytag: member="QuantLib::CMSCoupon::price" ref="e054b832a2ce2eda85fd951caf645cb9" args="(const Handle< YieldTermStructure > &discountingCurve) const" -->
Real </td><td class="memItemRight" valign="bottom"><b>price</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > &discountingCurve) const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="86180f4ed67efd8668e1c750fa14bc56"></a><!-- doxytag: member="QuantLib::CMSCoupon::rate" ref="86180f4ed67efd8668e1c750fa14bc56" args="() const" -->
Rate </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_m_s_coupon.html#86180f4ed67efd8668e1c750fa14bc56">rate</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">accrued rate <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3fe53c02b849a703bb5b27005d6c7dd0"></a><!-- doxytag: member="QuantLib::CMSCoupon::rate1" ref="3fe53c02b849a703bb5b27005d6c7dd0" args="() const" -->
Rate </td><td class="memItemRight" valign="bottom"><b>rate1</b> () const</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7b7683307578e40357f7c2a5ffb0e42b"></a><!-- doxytag: member="QuantLib::CMSCoupon::swapIndex" ref="7b7683307578e40357f7c2a5ffb0e42b" args="() const" -->
const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_index.html">SwapIndex</a> > & </td><td class="memItemRight" valign="bottom"><b>swapIndex</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e24af1fc1a29e0d34bf41b6f792faced"></a><!-- doxytag: member="QuantLib::CMSCoupon::cap" ref="e24af1fc1a29e0d34bf41b6f792faced" args="() const" -->
Rate </td><td class="memItemRight" valign="bottom"><b>cap</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f6d3a23744668b6151ef0c47feb955d3"></a><!-- doxytag: member="QuantLib::CMSCoupon::floor" ref="f6d3a23744668b6151ef0c47feb955d3" args="() const" -->
Rate </td><td class="memItemRight" valign="bottom"><b>floor</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="c34bf2a640acc0aaf11a54eddaaaaace"></a><!-- doxytag: member="QuantLib::CMSCoupon::meanReversion" ref="c34bf2a640acc0aaf11a54eddaaaaace" args="() const" -->
Real </td><td class="memItemRight" valign="bottom"><b>meanReversion</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="142e21d886d3cc708b215912d81a5aa1"></a><!-- doxytag: member="QuantLib::CMSCoupon::fixingDate" ref="142e21d886d3cc708b215912d81a5aa1" args="() const" -->
virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_m_s_coupon.html#142e21d886d3cc708b215912d81a5aa1">fixingDate</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">fixing date <br></td></tr>
<tr><td colspan="2"><div class="groupHeader">Modifiers</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4492da5892aea1cb287ebcd89799e348"></a><!-- doxytag: member="QuantLib::CMSCoupon::setSwaptionVolatility" ref="4492da5892aea1cb287ebcd89799e348" args="(const Handle< SwaptionVolatilityStructure > &)" -->
void </td><td class="memItemRight" valign="bottom"><b>setSwaptionVolatility</b> (const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> > &)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="581dcce0aec9e4ceee8fb9b1e7896e3b"></a><!-- doxytag: member="QuantLib::CMSCoupon::swaptionVolatility" ref="581dcce0aec9e4ceee8fb9b1e7896e3b" args="() const" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_swaption_volatility_structure.html">SwaptionVolatilityStructure</a> > </td><td class="memItemRight" valign="bottom"><b>swaptionVolatility</b> () const</td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="896099363a2a409d2485c3ce9e4e4265"></a><!-- doxytag: member="QuantLib::CMSCoupon::accept" ref="896099363a2a409d2485c3ce9e4e4265" args="(AcyclicVisitor &)" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
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