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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
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<!-- doxytag: class="QuantLib::Coupon" --><!-- doxytag: inherits="QuantLib::CashFlow" -->
<p>coupon accruing over a fixed period
<a href="class_quant_lib_1_1_coupon.html#details">More...</a></p>
<p><code>#include <ql/cashflows/coupon.hpp></code></p>
<div class="dynheader">
Inheritance diagram for Coupon:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_coupon__inherit__graph.png" border="0" usemap="#_coupon_inherit__map" alt="Inheritance graph"/></div>
<map name="_coupon_inherit__map" id="_coupon_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_fixed_rate_coupon.html" title="Coupon paying a fixed interest rate" alt="" coords="5,166,131,197"/><area shape="rect" id="node7" href="class_quant_lib_1_1_floating_rate_coupon.html" title="base floating-rate coupon class" alt="" coords="155,166,293,197"/><area shape="rect" id="node9" href="class_quant_lib_1_1_inflation_coupon.html" title="Base inflation-coupon class." alt="" coords="317,166,427,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_cash_flow.html" title="Base class for cash flows." alt="" coords="185,6,263,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_coupon-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#a8059cf8902fe54a39631ef3c0775d05e">Coupon</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &paymentDate, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nominal, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_coupon.html#a8ff50d13a6583a8a5f97ba3a8d2187df">accrualStartDate</a>, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_coupon.html#a6cf202b8e6db203736e43b79932e87c6">accrualEndDate</a>, 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">Event interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><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#a10f7d7687d98bfb4979aaa4c86c86a54">date</a> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0c27f57255d093f0a9c42fb53e991e7d"></a><!-- doxytag: member="QuantLib::Coupon::nominal" ref="a0c27f57255d093f0a9c42fb53e991e7d" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nominal</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8ff50d13a6583a8a5f97ba3a8d2187df"></a><!-- doxytag: member="QuantLib::Coupon::accrualStartDate" ref="a8ff50d13a6583a8a5f97ba3a8d2187df" 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#a8ff50d13a6583a8a5f97ba3a8d2187df">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" align="right" valign="top"><a class="anchor" id="a6cf202b8e6db203736e43b79932e87c6"></a><!-- doxytag: member="QuantLib::Coupon::accrualEndDate" ref="a6cf202b8e6db203736e43b79932e87c6" 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#a6cf202b8e6db203736e43b79932e87c6">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" align="right" valign="top"><a class="anchor" id="a2979aa5e7dc27591cc1687c5379b416c"></a><!-- doxytag: member="QuantLib::Coupon::referencePeriodStart" ref="a2979aa5e7dc27591cc1687c5379b416c" 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#a2979aa5e7dc27591cc1687c5379b416c">referencePeriodStart</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">start date of the reference period <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aca57f98b3b3ab2457890bba3eabe81a0"></a><!-- doxytag: member="QuantLib::Coupon::referencePeriodEnd" ref="aca57f98b3b3ab2457890bba3eabe81a0" 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#aca57f98b3b3ab2457890bba3eabe81a0">referencePeriodEnd</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">end date of the reference period <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a57133f8ae29ed44c208e6f828e1942cf"></a><!-- doxytag: member="QuantLib::Coupon::accrualPeriod" ref="a57133f8ae29ed44c208e6f828e1942cf" args="() const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#a57133f8ae29ed44c208e6f828e1942cf">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" align="right" valign="top"><a class="anchor" id="a8009fe8a9cbf19c6ec7ff89fee12d309"></a><!-- doxytag: member="QuantLib::Coupon::accrualDays" ref="a8009fe8a9cbf19c6ec7ff89fee12d309" args="() const " -->
<a class="el" href="group__types.html#ga4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#a8009fe8a9cbf19c6ec7ff89fee12d309">accrualDays</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">accrual period in days <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a120f8a9f50fd915f019580dad4789819"></a><!-- doxytag: member="QuantLib::Coupon::rate" ref="a120f8a9f50fd915f019580dad4789819" args="() const =0" -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#a120f8a9f50fd915f019580dad4789819">rate</a> () const =0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">accrued rate <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9d30a3965ddf6100738ec4624c56d847"></a><!-- doxytag: member="QuantLib::Coupon::dayCounter" ref="a9d30a3965ddf6100738ec4624c56d847" 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#a9d30a3965ddf6100738ec4624c56d847">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" align="right" valign="top"><a class="anchor" id="a1277046a4095e0e02509c40779ff9465"></a><!-- doxytag: member="QuantLib::Coupon::accruedPeriod" ref="a1277046a4095e0e02509c40779ff9465" args="(const Date &) const " -->
<a class="el" href="group__types.html#ga14fb8fca43a68f4168654e1f9f7e22f7">Time</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#a1277046a4095e0e02509c40779ff9465">accruedPeriod</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">accrued period as fraction of year at the given date <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="acdb0640a6de7b44529d41e4fe1c37cd8"></a><!-- doxytag: member="QuantLib::Coupon::accruedDays" ref="acdb0640a6de7b44529d41e4fe1c37cd8" args="(const Date &) const " -->
<a class="el" href="group__types.html#ga4f0ecbbf99e41b6d69cd54871d5d2b9e">BigInteger</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#acdb0640a6de7b44529d41e4fe1c37cd8">accruedDays</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">accrued days at the given date <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad6b1c6e4a74184e4a2079858a75d3fcf"></a><!-- doxytag: member="QuantLib::Coupon::accruedAmount" ref="ad6b1c6e4a74184e4a2079858a75d3fcf" args="(const Date &) const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#ad6b1c6e4a74184e4a2079858a75d3fcf">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" align="right" valign="top"><a class="anchor" id="a896099363a2a409d2485c3ce9e4e4265"></a><!-- doxytag: member="QuantLib::Coupon::accept" ref="a896099363a2a409d2485c3ce9e4e4265" 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"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a292ad9c54719780e61282ddeeac02410"></a><!-- doxytag: member="QuantLib::Coupon::paymentDate_" ref="a292ad9c54719780e61282ddeeac02410" 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" align="right" valign="top"><a class="anchor" id="a0313ad2f0ebbcc7085afb5650bd11b76"></a><!-- doxytag: member="QuantLib::Coupon::nominal_" ref="a0313ad2f0ebbcc7085afb5650bd11b76" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nominal_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7db0f13993a640aa7f0d594e71cd4fb0"></a><!-- doxytag: member="QuantLib::Coupon::accrualStartDate_" ref="a7db0f13993a640aa7f0d594e71cd4fb0" 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" align="right" valign="top"><a class="anchor" id="ab871d5b910c9a7426056d7dc4660d5d4"></a><!-- doxytag: member="QuantLib::Coupon::accrualEndDate_" ref="ab871d5b910c9a7426056d7dc4660d5d4" 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" align="right" valign="top"><a class="anchor" id="a98fabc993511982e34098f058a23792b"></a><!-- doxytag: member="QuantLib::Coupon::refPeriodStart_" ref="a98fabc993511982e34098f058a23792b" 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" align="right" valign="top"><a class="anchor" id="a662e5b434a5da06dcc6b453780a18a52"></a><!-- doxytag: member="QuantLib::Coupon::refPeriodEnd_" ref="a662e5b434a5da06dcc6b453780a18a52" 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/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>coupon accruing over a fixed period </p>
<p>This class implements part of the <a class="el" href="class_quant_lib_1_1_cash_flow.html" title="Base class for cash flows.">CashFlow</a> interface but it is still abstract and provides derived classes with methods for accrual period calculations. </p>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_bermudan_swaption_8cpp-example.html#_a38">BermudanSwaption.cpp</a>.</dd>
</dl></div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="a8059cf8902fe54a39631ef3c0775d05e"></a><!-- doxytag: member="QuantLib::Coupon::Coupon" ref="a8059cf8902fe54a39631ef3c0775d05e" args="(const Date &paymentDate, Real nominal, 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">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"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </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>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>
</tr>
<tr>
<td></td>
<td>)</td>
<td></td><td></td>
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<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000002">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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<hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a10f7d7687d98bfb4979aaa4c86c86a54"></a><!-- doxytag: member="QuantLib::Coupon::date" ref="a10f7d7687d98bfb4979aaa4c86c86a54" args="() const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> <a class="el" href="class_quant_lib_1_1_coupon.html#a10f7d7687d98bfb4979aaa4c86c86a54">date</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<dl class="note"><dt><b>Note:</b></dt><dd>This is inherited from the event class </dd></dl>
<p>Implements <a class="el" href="class_quant_lib_1_1_cash_flow.html#ac659412fae5cc99a0fdf25f7f4b9562e">CashFlow</a>.</p>
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