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<li class="navelem"><a class="el" href="class_quant_lib_1_1_overnight_indexed_coupon.html">OvernightIndexedCoupon</a> </li>
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<!-- doxytag: class="QuantLib::OvernightIndexedCoupon" --><!-- doxytag: inherits="QuantLib::FloatingRateCoupon" -->
<p>overnight coupon
<a href="class_quant_lib_1_1_overnight_indexed_coupon.html#details">More...</a></p>
<p><code>#include <ql/cashflows/overnightindexedcoupon.hpp></code></p>
<div class="dynheader">
Inheritance diagram for OvernightIndexedCoupon:</div>
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<div class="center"><img src="class_quant_lib_1_1_overnight_indexed_coupon__inherit__graph.png" border="0" usemap="#_overnight_indexed_coupon_inherit__map" alt="Inheritance graph"/></div>
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<area shape="rect" id="node2" href="class_quant_lib_1_1_floating_rate_coupon.html" title="base floating-rate coupon class" alt="" coords="20,6,159,37"/></map>
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<p><a href="class_quant_lib_1_1_overnight_indexed_coupon-members.html">List of all members.</a></p>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5df568754bf01c78a6f0720861a6b74a"></a><!-- doxytag: member="QuantLib::OvernightIndexedCoupon::OvernightIndexedCoupon" ref="a5df568754bf01c78a6f0720861a6b74a" args="(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())" -->
 </td><td class="memItemRight" valign="bottom"><b>OvernightIndexedCoupon</b> (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> &startDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &endDate, const boost::shared_ptr< OvernightIndex > &overnightIndex, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#a0f952b048e0a0ccbf2f0d6ffa3aa1832">gearing</a>=1.0, <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#ad7a3e2124c58cf10df93a8def9a2fafb">spread</a>=0.0, 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>(), const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</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="a3ac803b91c3e929f54f9094ce1719bad"></a><!-- doxytag: member="QuantLib::OvernightIndexedCoupon::fixingDates" ref="a3ac803b91c3e929f54f9094ce1719bad" args="() const " -->
const std::vector< <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_overnight_indexed_coupon.html#a3ac803b91c3e929f54f9094ce1719bad">fixingDates</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">fixing dates for the rates to be compounded <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac6474d91c55944f4922255494b9561e9"></a><!-- doxytag: member="QuantLib::OvernightIndexedCoupon::dt" ref="ac6474d91c55944f4922255494b9561e9" args="() const " -->
const std::vector< <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_overnight_indexed_coupon.html#ac6474d91c55944f4922255494b9561e9">dt</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">accrual (compounding) periods <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a077b9a68b3d014b3e2f83fb64e1932ad"></a><!-- doxytag: member="QuantLib::OvernightIndexedCoupon::indexFixings" ref="a077b9a68b3d014b3e2f83fb64e1932ad" args="() const " -->
const std::vector< <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_overnight_indexed_coupon.html#a077b9a68b3d014b3e2f83fb64e1932ad">indexFixings</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">fixings to be compounded <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a400cf30b238cb25c1338c90cac6fd9b1"></a><!-- doxytag: member="QuantLib::OvernightIndexedCoupon::valueDates" ref="a400cf30b238cb25c1338c90cac6fd9b1" args="() const " -->
const std::vector< <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_overnight_indexed_coupon.html#a400cf30b238cb25c1338c90cac6fd9b1">valueDates</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">value dates for the rates to be compounded <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">FloatingRateCoupon interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8672d26ae625ac44319bf3ad4ced846e"></a><!-- doxytag: member="QuantLib::OvernightIndexedCoupon::fixingDate" ref="a8672d26ae625ac44319bf3ad4ced846e" 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_overnight_indexed_coupon.html#a8672d26ae625ac44319bf3ad4ced846e">fixingDate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">the date when the coupon is fully determined <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="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::OvernightIndexedCoupon::accept" ref="a1d7eaf2f5dccce1c7781b54d64ba4a07" args="(AcyclicVisitor &)" -->
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>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>overnight coupon </p>
<p>Coupon paying the compounded interest due to daily overnight fixings. </p>
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