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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_coupon.html">Coupon</a></div>
<h1>Coupon Class Reference</h1><!-- doxytag: class="QuantLib::Coupon" --><!-- doxytag: inherits="QuantLib::CashFlow" --><code>#include <ql/CashFlows/coupon.hpp></code>
<p>
Inheritance diagram for Coupon:<p><center><img src="class_quant_lib_1_1_coupon__inherit__graph.png" border="0" usemap="#_coupon__inherit__map" alt="Inheritance graph"></center>
<map name="_coupon__inherit__map">
<area href="class_quant_lib_1_1_fixed_rate_coupon.html" shape="rect" coords="63,305,201,329" alt="">
<area href="class_quant_lib_1_1_floating_rate_coupon.html" shape="rect" coords="225,305,383,329" alt="">
<area href="class_quant_lib_1_1_cash_flow.html" shape="rect" coords="175,156,260,180" alt="">
<area href="class_quant_lib_1_1_event.html" shape="rect" coords="187,81,248,105" alt="">
<area href="class_quant_lib_1_1_observable.html" shape="rect" coords="168,7,267,31" alt="">
<area href="class_quant_lib_1_1_c_m_s_coupon.html" shape="rect" coords="5,380,109,404" alt="">
<area href="class_quant_lib_1_1_in_arrear_indexed_coupon.html" shape="rect" coords="133,380,315,404" alt="">
<area href="class_quant_lib_1_1_par_coupon.html" shape="rect" coords="339,380,432,404" alt="">
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</map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_coupon-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
coupon accruing over a fixed period
<p>
This class implements part of the <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a> interface but it is still abstract and provides derived classes with methods for accrual period calculations.
<p>
<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"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#191050eeb1ba5b7b1ed981b7402d1530">Coupon</a> (Real nominal, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &paymentDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &accrualStartDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &accrualEndDate, 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>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">Partial CashFlow interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d4276f5a24965b35acc5d01b31fc5e17"></a><!-- doxytag: member="QuantLib::Coupon::date" ref="d4276f5a24965b35acc5d01b31fc5e17" args="() const" -->
<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_coupon.html#d4276f5a24965b35acc5d01b31fc5e17">date</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><dl class="note" compact><dt><b>Note:</b></dt><dd>This is inheirited from the event class </dd></dl>
<br></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="8eee3d3767fab185a6f78d6b406618f5"></a><!-- doxytag: member="QuantLib::Coupon::nominal" ref="8eee3d3767fab185a6f78d6b406618f5" args="() const" -->
Real </td><td class="memItemRight" valign="bottom"><b>nominal</b> () const</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6eda08b65dcbddd26134d5571bfc3137"></a><!-- doxytag: member="QuantLib::Coupon::accrualStartDate" ref="6eda08b65dcbddd26134d5571bfc3137" args="() const" -->
const <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_coupon.html#6eda08b65dcbddd26134d5571bfc3137">accrualStartDate</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">start of the accrual period <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ab7910dc8bec5253c960da6be9b92b7f"></a><!-- doxytag: member="QuantLib::Coupon::accrualEndDate" ref="ab7910dc8bec5253c960da6be9b92b7f" args="() const" -->
const <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_coupon.html#ab7910dc8bec5253c960da6be9b92b7f">accrualEndDate</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">end of the accrual period <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="eadd3d9641f09dd113442c5719405bef"></a><!-- doxytag: member="QuantLib::Coupon::accrualPeriod" ref="eadd3d9641f09dd113442c5719405bef" args="() const" -->
<a class="el" href="group__types.html#g14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#eadd3d9641f09dd113442c5719405bef">accrualPeriod</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">accrual period as fraction of year <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a0c79a9d6586a01b3ff8815a0de08f60"></a><!-- doxytag: member="QuantLib::Coupon::accrualDays" ref="a0c79a9d6586a01b3ff8815a0de08f60" args="() const" -->
<a class="el" href="group__types.html#gb9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#a0c79a9d6586a01b3ff8815a0de08f60">accrualDays</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">accrual period in days <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="026c6567db90d9f6ed0b33f394a42a76"></a><!-- doxytag: member="QuantLib::Coupon::rate" ref="026c6567db90d9f6ed0b33f394a42a76" args="() const=0" -->
virtual <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#026c6567db90d9f6ed0b33f394a42a76">rate</a> () const=0</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="93c57cb7bc65ba899bd5a80bb52831b0"></a><!-- doxytag: member="QuantLib::Coupon::dayCounter" ref="93c57cb7bc65ba899bd5a80bb52831b0" args="() const=0" -->
virtual <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#93c57cb7bc65ba899bd5a80bb52831b0">dayCounter</a> () const=0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">day counter for accrual calculation <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d6b1c6e4a74184e4a2079858a75d3fcf"></a><!-- doxytag: member="QuantLib::Coupon::accruedAmount" ref="d6b1c6e4a74184e4a2079858a75d3fcf" args="(const Date &) const =0" -->
virtual Real </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#d6b1c6e4a74184e4a2079858a75d3fcf">accruedAmount</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &) const =0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">accrued amount at the given date <br></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="1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::Coupon::accept" ref="1d7eaf2f5dccce1c7781b54d64ba4a07" 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>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0313ad2f0ebbcc7085afb5650bd11b76"></a><!-- doxytag: member="QuantLib::Coupon::nominal_" ref="0313ad2f0ebbcc7085afb5650bd11b76" args="" -->
Real </td><td class="memItemRight" valign="bottom"><b>nominal_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="292ad9c54719780e61282ddeeac02410"></a><!-- doxytag: member="QuantLib::Coupon::paymentDate_" ref="292ad9c54719780e61282ddeeac02410" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>paymentDate_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7db0f13993a640aa7f0d594e71cd4fb0"></a><!-- doxytag: member="QuantLib::Coupon::accrualStartDate_" ref="7db0f13993a640aa7f0d594e71cd4fb0" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>accrualStartDate_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b871d5b910c9a7426056d7dc4660d5d4"></a><!-- doxytag: member="QuantLib::Coupon::accrualEndDate_" ref="b871d5b910c9a7426056d7dc4660d5d4" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>accrualEndDate_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98fabc993511982e34098f058a23792b"></a><!-- doxytag: member="QuantLib::Coupon::refPeriodStart_" ref="98fabc993511982e34098f058a23792b" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>refPeriodStart_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="662e5b434a5da06dcc6b453780a18a52"></a><!-- doxytag: member="QuantLib::Coupon::refPeriodEnd_" ref="662e5b434a5da06dcc6b453780a18a52" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>refPeriodEnd_</b></td></tr>
</table>
<hr><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" name="191050eeb1ba5b7b1ed981b7402d1530"></a><!-- doxytag: member="QuantLib::Coupon::Coupon" ref="191050eeb1ba5b7b1ed981b7402d1530" args="(Real nominal, const Date &paymentDate, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())" -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="class_quant_lib_1_1_coupon.html">Coupon</a> </td>
<td>(</td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>nominal</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>paymentDate</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>accrualStartDate</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>accrualEndDate</em>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>refPeriodStart</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>refPeriodEnd</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code></td><td> </td>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td><td width="100%"></td>
</tr>
</table>
</div>
<div class="memdoc">
<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000005">Warning:</a></b></dt><dd>the coupon does not adjust the payment date which must already be a business day. </dd></dl>
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