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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_average_b_m_a_coupon.html">AverageBMACoupon</a></li> </ul>
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<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_average_b_m_a_coupon-members.html">List of all members</a> </div>
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<div class="title">AverageBMACoupon Class Reference</div> </div>
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<p><a class="el" href="struct_quant_lib_1_1_average.html" title="Placeholder for enumerated averaging types.">Average</a> BMA coupon.
<a href="class_quant_lib_1_1_average_b_m_a_coupon.html#details">More...</a></p>
<p><code>#include <ql/cashflows/averagebmacoupon.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for AverageBMACoupon:</div>
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<div class="center"><img src="class_quant_lib_1_1_average_b_m_a_coupon__inherit__graph.png" border="0" usemap="#a_average_b_m_a_coupon_inherit__map" alt="Inheritance graph"/></div>
<map name="_average_b_m_a_coupon_inherit__map" id="a_average_b_m_a_coupon_inherit__map">
<area shape="rect" title="Average BMA coupon." alt="" coords="13,155,157,181"/>
<area shape="rect" href="class_quant_lib_1_1_floating_rate_coupon.html" title="base floating-rate coupon class" alt="" coords="15,80,156,107"/>
<area shape="rect" href="class_quant_lib_1_1_coupon.html" title="coupon accruing over a fixed period" alt="" coords="5,5,72,32"/>
<area shape="rect" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="96,5,171,32"/>
</map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a1b3866f9fbf6e829638271c3c5724d2c"><td class="memItemLeft" align="right" valign="top"><a id="a1b3866f9fbf6e829638271c3c5724d2c"></a>
 </td><td class="memItemRight" valign="bottom"><b>AverageBMACoupon</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 ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_b_m_a_index.html">BMAIndex</a> > &<a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#ada8ad079609c99c824b6566db8deca3d">index</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#a78f208a97efd10cf54cdf25431be64cf">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#af2b1ac06508be31b34a28d76091c0e3f">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#ad49654ea33055b03f8666910acc13880">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>())</td></tr>
<tr class="separator:a1b3866f9fbf6e829638271c3c5724d2c"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">FloatingRateCoupon interface</div></td></tr>
<tr class="memitem:a0e1764cdfb463035dfea94da6500bf84"><td class="memItemLeft" align="right" valign="top"><a id="a0e1764cdfb463035dfea94da6500bf84"></a>
<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_average_b_m_a_coupon.html#a0e1764cdfb463035dfea94da6500bf84">fixingDate</a> () const</td></tr>
<tr class="memdesc:a0e1764cdfb463035dfea94da6500bf84"><td class="mdescLeft"> </td><td class="mdescRight">not applicable here; use <a class="el" href="class_quant_lib_1_1_average_b_m_a_coupon.html#a75ed3287b93c802841f3949f696c4bab" title="fixing dates of the rates to be averaged">fixingDates()</a> instead <br /></td></tr>
<tr class="separator:a0e1764cdfb463035dfea94da6500bf84"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a75ed3287b93c802841f3949f696c4bab"><td class="memItemLeft" align="right" valign="top"><a id="a75ed3287b93c802841f3949f696c4bab"></a>
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_average_b_m_a_coupon.html#a75ed3287b93c802841f3949f696c4bab">fixingDates</a> () const</td></tr>
<tr class="memdesc:a75ed3287b93c802841f3949f696c4bab"><td class="mdescLeft"> </td><td class="mdescRight">fixing dates of the rates to be averaged <br /></td></tr>
<tr class="separator:a75ed3287b93c802841f3949f696c4bab"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa4b8764510bfb1f27c50b759cc81a972"><td class="memItemLeft" align="right" valign="top"><a id="aa4b8764510bfb1f27c50b759cc81a972"></a>
<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_average_b_m_a_coupon.html#aa4b8764510bfb1f27c50b759cc81a972">indexFixing</a> () const</td></tr>
<tr class="memdesc:aa4b8764510bfb1f27c50b759cc81a972"><td class="mdescLeft"> </td><td class="mdescRight">not applicable here; use <a class="el" href="class_quant_lib_1_1_average_b_m_a_coupon.html#a8eed3a597f036f4b6b83de0536ed9fd7" title="fixings of the underlying index to be averaged">indexFixings()</a> instead <br /></td></tr>
<tr class="separator:aa4b8764510bfb1f27c50b759cc81a972"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8eed3a597f036f4b6b83de0536ed9fd7"><td class="memItemLeft" align="right" valign="top"><a id="a8eed3a597f036f4b6b83de0536ed9fd7"></a>
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_average_b_m_a_coupon.html#a8eed3a597f036f4b6b83de0536ed9fd7">indexFixings</a> () const</td></tr>
<tr class="memdesc:a8eed3a597f036f4b6b83de0536ed9fd7"><td class="mdescLeft"> </td><td class="mdescRight">fixings of the underlying index to be averaged <br /></td></tr>
<tr class="separator:a8eed3a597f036f4b6b83de0536ed9fd7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa2e0aa7ede4fd7b27fccdd5d07ff5df1"><td class="memItemLeft" align="right" valign="top"><a id="aa2e0aa7ede4fd7b27fccdd5d07ff5df1"></a>
<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_average_b_m_a_coupon.html#aa2e0aa7ede4fd7b27fccdd5d07ff5df1">convexityAdjustment</a> () const</td></tr>
<tr class="memdesc:aa2e0aa7ede4fd7b27fccdd5d07ff5df1"><td class="mdescLeft"> </td><td class="mdescRight">not applicable here <br /></td></tr>
<tr class="separator:aa2e0aa7ede4fd7b27fccdd5d07ff5df1"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_floating_rate_coupon')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html">FloatingRateCoupon</a></td></tr>
<tr class="memitem:a8638a57230e69482c00d9db451dac99d inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a8638a57230e69482c00d9db451dac99d"></a>
 </td><td class="memItemRight" valign="bottom"><b>FloatingRateCoupon</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, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#a3827f28c6ec62cd6e7ce8d6065c0f09b">fixingDays</a>, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a> > &<a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#ada8ad079609c99c824b6566db8deca3d">index</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#a78f208a97efd10cf54cdf25431be64cf">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#af2b1ac06508be31b34a28d76091c0e3f">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#ad49654ea33055b03f8666910acc13880">dayCounter</a>=<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a>(), bool <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#af9b1c50cf9122d3e77a624fe2b17988c">isInArrears</a>=false, 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#a3bd5302408bcc9757bf3d6d8e5a009aa">exCouponDate</a>=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr class="separator:a8638a57230e69482c00d9db451dac99d inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aebd2894f0f18274fd9a79140833c5e96 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><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_floating_rate_coupon.html#aebd2894f0f18274fd9a79140833c5e96">amount</a> () const</td></tr>
<tr class="memdesc:aebd2894f0f18274fd9a79140833c5e96 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">returns the amount of the cash flow <a href="class_quant_lib_1_1_floating_rate_coupon.html#aebd2894f0f18274fd9a79140833c5e96">More...</a><br /></td></tr>
<tr class="separator:aebd2894f0f18274fd9a79140833c5e96 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a86180f4ed67efd8668e1c750fa14bc56 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a86180f4ed67efd8668e1c750fa14bc56"></a>
<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_floating_rate_coupon.html#a86180f4ed67efd8668e1c750fa14bc56">rate</a> () const</td></tr>
<tr class="memdesc:a86180f4ed67efd8668e1c750fa14bc56 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">accrued rate <br /></td></tr>
<tr class="separator:a86180f4ed67efd8668e1c750fa14bc56 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae054b832a2ce2eda85fd951caf645cb9 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="ae054b832a2ce2eda85fd951caf645cb9"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </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 class="separator:ae054b832a2ce2eda85fd951caf645cb9 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad49654ea33055b03f8666910acc13880 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="ad49654ea33055b03f8666910acc13880"></a>
<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_floating_rate_coupon.html#ad49654ea33055b03f8666910acc13880">dayCounter</a> () const</td></tr>
<tr class="memdesc:ad49654ea33055b03f8666910acc13880 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">day counter for accrual calculation <br /></td></tr>
<tr class="separator:ad49654ea33055b03f8666910acc13880 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8bf88aa11f876bd17edf990a82164b6f inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a8bf88aa11f876bd17edf990a82164b6f"></a>
<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_floating_rate_coupon.html#a8bf88aa11f876bd17edf990a82164b6f">accruedAmount</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &) const</td></tr>
<tr class="memdesc:a8bf88aa11f876bd17edf990a82164b6f inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">accrued amount at the given date <br /></td></tr>
<tr class="separator:a8bf88aa11f876bd17edf990a82164b6f inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ada8ad079609c99c824b6566db8deca3d inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="ada8ad079609c99c824b6566db8deca3d"></a>
const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a> > & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#ada8ad079609c99c824b6566db8deca3d">index</a> () const</td></tr>
<tr class="memdesc:ada8ad079609c99c824b6566db8deca3d inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">floating index <br /></td></tr>
<tr class="separator:ada8ad079609c99c824b6566db8deca3d inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3827f28c6ec62cd6e7ce8d6065c0f09b inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a3827f28c6ec62cd6e7ce8d6065c0f09b"></a>
<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#a3827f28c6ec62cd6e7ce8d6065c0f09b">fixingDays</a> () const</td></tr>
<tr class="memdesc:a3827f28c6ec62cd6e7ce8d6065c0f09b inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">fixing days <br /></td></tr>
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<tr class="memitem:a78f208a97efd10cf54cdf25431be64cf inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a78f208a97efd10cf54cdf25431be64cf"></a>
<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_floating_rate_coupon.html#a78f208a97efd10cf54cdf25431be64cf">gearing</a> () const</td></tr>
<tr class="memdesc:a78f208a97efd10cf54cdf25431be64cf inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">index gearing, i.e. multiplicative coefficient for the index <br /></td></tr>
<tr class="separator:a78f208a97efd10cf54cdf25431be64cf inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af2b1ac06508be31b34a28d76091c0e3f inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="af2b1ac06508be31b34a28d76091c0e3f"></a>
<a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#af2b1ac06508be31b34a28d76091c0e3f">spread</a> () const</td></tr>
<tr class="memdesc:af2b1ac06508be31b34a28d76091c0e3f inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">spread paid over the fixing of the underlying index <br /></td></tr>
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<tr class="memitem:a8b1b46f7fcdea7131e6b5a705168e82b inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a8b1b46f7fcdea7131e6b5a705168e82b"></a>
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_floating_rate_coupon.html#a8b1b46f7fcdea7131e6b5a705168e82b">adjustedFixing</a> () const</td></tr>
<tr class="memdesc:a8b1b46f7fcdea7131e6b5a705168e82b inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">convexity-adjusted fixing <br /></td></tr>
<tr class="separator:a8b1b46f7fcdea7131e6b5a705168e82b inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af9b1c50cf9122d3e77a624fe2b17988c inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="af9b1c50cf9122d3e77a624fe2b17988c"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#af9b1c50cf9122d3e77a624fe2b17988c">isInArrears</a> () const</td></tr>
<tr class="memdesc:af9b1c50cf9122d3e77a624fe2b17988c inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">whether or not the coupon fixes in arrears <br /></td></tr>
<tr class="separator:af9b1c50cf9122d3e77a624fe2b17988c inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
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<tr class="memitem:ad5070ed9b2c8163365744449f4f74e5b inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="ad5070ed9b2c8163365744449f4f74e5b"></a>
virtual void </td><td class="memItemRight" valign="bottom"><b>setPricer</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > &)</td></tr>
<tr class="separator:ad5070ed9b2c8163365744449f4f74e5b inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adf3f773409a1a0319525ca0a38513729 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="adf3f773409a1a0319525ca0a38513729"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > </td><td class="memItemRight" valign="bottom"><b>pricer</b> () const</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_coupon"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_coupon')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_coupon.html">Coupon</a></td></tr>
<tr class="memitem:aeb27b6bf63805cdc54f6cbcdc1d469cf inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#aeb27b6bf63805cdc54f6cbcdc1d469cf">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#a6eda08b65dcbddd26134d5571bfc3137">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#aab7910dc8bec5253c960da6be9b92b7f">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>(), 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#a3bd5302408bcc9757bf3d6d8e5a009aa">exCouponDate</a>=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr class="separator:aeb27b6bf63805cdc54f6cbcdc1d469cf inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad4276f5a24965b35acc5d01b31fc5e17 inherit pub_methods_class_quant_lib_1_1_coupon"><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#ad4276f5a24965b35acc5d01b31fc5e17">date</a> () const</td></tr>
<tr class="separator:ad4276f5a24965b35acc5d01b31fc5e17 inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3bd5302408bcc9757bf3d6d8e5a009aa inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a3bd5302408bcc9757bf3d6d8e5a009aa"></a>
<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#a3bd5302408bcc9757bf3d6d8e5a009aa">exCouponDate</a> () const</td></tr>
<tr class="memdesc:a3bd5302408bcc9757bf3d6d8e5a009aa inherit pub_methods_class_quant_lib_1_1_coupon"><td class="mdescLeft"> </td><td class="mdescRight">returns the date that the cash flow trades exCoupon <br /></td></tr>
<tr class="separator:a3bd5302408bcc9757bf3d6d8e5a009aa inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8eee3d3767fab185a6f78d6b406618f5 inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a8eee3d3767fab185a6f78d6b406618f5"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nominal</b> () const</td></tr>
<tr class="separator:a8eee3d3767fab185a6f78d6b406618f5 inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6eda08b65dcbddd26134d5571bfc3137 inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a6eda08b65dcbddd26134d5571bfc3137"></a>
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#a6eda08b65dcbddd26134d5571bfc3137">accrualStartDate</a> () const</td></tr>
<tr class="memdesc:a6eda08b65dcbddd26134d5571bfc3137 inherit pub_methods_class_quant_lib_1_1_coupon"><td class="mdescLeft"> </td><td class="mdescRight">start of the accrual period <br /></td></tr>
<tr class="separator:a6eda08b65dcbddd26134d5571bfc3137 inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aab7910dc8bec5253c960da6be9b92b7f inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="aab7910dc8bec5253c960da6be9b92b7f"></a>
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#aab7910dc8bec5253c960da6be9b92b7f">accrualEndDate</a> () const</td></tr>
<tr class="memdesc:aab7910dc8bec5253c960da6be9b92b7f inherit pub_methods_class_quant_lib_1_1_coupon"><td class="mdescLeft"> </td><td class="mdescRight">end of the accrual period <br /></td></tr>
<tr class="separator:aab7910dc8bec5253c960da6be9b92b7f inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af8edc8acc5de61591df3ca2e634cc810 inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="af8edc8acc5de61591df3ca2e634cc810"></a>
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#af8edc8acc5de61591df3ca2e634cc810">referencePeriodStart</a> () const</td></tr>
<tr class="memdesc:af8edc8acc5de61591df3ca2e634cc810 inherit pub_methods_class_quant_lib_1_1_coupon"><td class="mdescLeft"> </td><td class="mdescRight">start date of the reference period <br /></td></tr>
<tr class="separator:af8edc8acc5de61591df3ca2e634cc810 inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a26ef5645b3f270b027685d00a4ce2c14 inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a26ef5645b3f270b027685d00a4ce2c14"></a>
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#a26ef5645b3f270b027685d00a4ce2c14">referencePeriodEnd</a> () const</td></tr>
<tr class="memdesc:a26ef5645b3f270b027685d00a4ce2c14 inherit pub_methods_class_quant_lib_1_1_coupon"><td class="mdescLeft"> </td><td class="mdescRight">end date of the reference period <br /></td></tr>
<tr class="separator:a26ef5645b3f270b027685d00a4ce2c14 inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aeadd3d9641f09dd113442c5719405bef inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="aeadd3d9641f09dd113442c5719405bef"></a>
<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#aeadd3d9641f09dd113442c5719405bef">accrualPeriod</a> () const</td></tr>
<tr class="memdesc:aeadd3d9641f09dd113442c5719405bef inherit pub_methods_class_quant_lib_1_1_coupon"><td class="mdescLeft"> </td><td class="mdescRight">accrual period as fraction of year <br /></td></tr>
<tr class="separator:aeadd3d9641f09dd113442c5719405bef inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a24ea8bbfd10aa2e9cb57131307d35e5b inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a24ea8bbfd10aa2e9cb57131307d35e5b"></a>
<a class="el" href="class_quant_lib_1_1_date.html#a4c0b362accace7d0490c5ededaef9a2e">Date::serial_type</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#a24ea8bbfd10aa2e9cb57131307d35e5b">accrualDays</a> () const</td></tr>
<tr class="memdesc:a24ea8bbfd10aa2e9cb57131307d35e5b inherit pub_methods_class_quant_lib_1_1_coupon"><td class="mdescLeft"> </td><td class="mdescRight">accrual period in days <br /></td></tr>
<tr class="separator:a24ea8bbfd10aa2e9cb57131307d35e5b inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae0916f7906b7f56ae16cfb344fb23d2d inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="ae0916f7906b7f56ae16cfb344fb23d2d"></a>
<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#ae0916f7906b7f56ae16cfb344fb23d2d">accruedPeriod</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &) const</td></tr>
<tr class="memdesc:ae0916f7906b7f56ae16cfb344fb23d2d inherit pub_methods_class_quant_lib_1_1_coupon"><td class="mdescLeft"> </td><td class="mdescRight">accrued period as fraction of year at the given date <br /></td></tr>
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<tr class="memitem:ae659d066beda02b5e6a15938fba1060b inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="ae659d066beda02b5e6a15938fba1060b"></a>
<a class="el" href="class_quant_lib_1_1_date.html#a4c0b362accace7d0490c5ededaef9a2e">Date::serial_type</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#ae659d066beda02b5e6a15938fba1060b">accruedDays</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &) const</td></tr>
<tr class="memdesc:ae659d066beda02b5e6a15938fba1060b inherit pub_methods_class_quant_lib_1_1_coupon"><td class="mdescLeft"> </td><td class="mdescRight">accrued days at the given date <br /></td></tr>
<tr class="separator:ae659d066beda02b5e6a15938fba1060b inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_cash_flow"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_cash_flow')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a></td></tr>
<tr class="memitem:a63142c7253e86adcdd9da972165a4b8d inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flow.html#a63142c7253e86adcdd9da972165a4b8d">hasOccurred</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), boost::optional< bool > includeRefDate=boost::none) const</td></tr>
<tr class="memdesc:a63142c7253e86adcdd9da972165a4b8d inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="mdescLeft"> </td><td class="mdescRight">returns true if an event has already occurred before a date <a href="class_quant_lib_1_1_cash_flow.html#a63142c7253e86adcdd9da972165a4b8d">More...</a><br /></td></tr>
<tr class="separator:a63142c7253e86adcdd9da972165a4b8d inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5f19858a4efc0d21a5413aa2c541d253 inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="memItemLeft" align="right" valign="top"><a id="a5f19858a4efc0d21a5413aa2c541d253"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flow.html#a5f19858a4efc0d21a5413aa2c541d253">tradingExCoupon</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const</td></tr>
<tr class="memdesc:a5f19858a4efc0d21a5413aa2c541d253 inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="mdescLeft"> </td><td class="mdescRight">returns true if the cashflow is trading ex-coupon on the refDate <br /></td></tr>
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<tr><td colspan="2"><div class="groupHeader">Event interface</div></td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
<tr class="separator:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
<tr class="separator:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Visitability</h2></td></tr>
<tr class="memitem:a1d7eaf2f5dccce1c7781b54d64ba4a07"><td class="memItemLeft" align="right" valign="top"><a id="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a>
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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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pro_methods_class_quant_lib_1_1_floating_rate_coupon"><td colspan="2" onclick="javascript:toggleInherit('pro_methods_class_quant_lib_1_1_floating_rate_coupon')"><img src="closed.png" alt="-"/> Protected Member Functions inherited from <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html">FloatingRateCoupon</a></td></tr>
<tr class="memitem:a7b384f2702001b99ab3b2c37c9d7ff98 inherit pro_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a7b384f2702001b99ab3b2c37c9d7ff98"></a>
<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_floating_rate_coupon.html#a7b384f2702001b99ab3b2c37c9d7ff98">convexityAdjustmentImpl</a> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> fixing) const</td></tr>
<tr class="memdesc:a7b384f2702001b99ab3b2c37c9d7ff98 inherit pro_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">convexity adjustment for the given index fixing <br /></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_floating_rate_coupon')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html">FloatingRateCoupon</a></td></tr>
<tr class="memitem:a39af3b47aa4fcd97076e945109525fe8 inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a39af3b47aa4fcd97076e945109525fe8"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_interest_rate_index.html">InterestRateIndex</a> > </td><td class="memItemRight" valign="bottom"><b>index_</b></td></tr>
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<tr class="memitem:a76c6c2d60ef1370e20bdf40a0e0ca642 inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a76c6c2d60ef1370e20bdf40a0e0ca642"></a>
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><b>dayCounter_</b></td></tr>
<tr class="separator:a76c6c2d60ef1370e20bdf40a0e0ca642 inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7b5758dc357368c9bcb7920c66084351 inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a7b5758dc357368c9bcb7920c66084351"></a>
<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> </td><td class="memItemRight" valign="bottom"><b>fixingDays_</b></td></tr>
<tr class="separator:a7b5758dc357368c9bcb7920c66084351 inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac49985ed0b7d726bb87fe57577cd6d3d inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="ac49985ed0b7d726bb87fe57577cd6d3d"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>gearing_</b></td></tr>
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<tr class="memitem:aa6db15cb8f4db71dbdd282eb1a4a9bcd inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="aa6db15cb8f4db71dbdd282eb1a4a9bcd"></a>
<a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><b>spread_</b></td></tr>
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<tr class="memitem:a25f8da0f6e04b43219b0a3adc3b546a2 inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a25f8da0f6e04b43219b0a3adc3b546a2"></a>
bool </td><td class="memItemRight" valign="bottom"><b>isInArrears_</b></td></tr>
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<tr class="memitem:a6f4050559fda21f718742441d4c90eda inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a6f4050559fda21f718742441d4c90eda"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html">FloatingRateCouponPricer</a> > </td><td class="memItemRight" valign="bottom"><b>pricer_</b></td></tr>
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<tr class="inherit_header pro_attribs_class_quant_lib_1_1_coupon"><td colspan="2" onclick="javascript:toggleInherit('pro_attribs_class_quant_lib_1_1_coupon')"><img src="closed.png" alt="-"/> Protected Attributes inherited from <a class="el" href="class_quant_lib_1_1_coupon.html">Coupon</a></td></tr>
<tr class="memitem:a292ad9c54719780e61282ddeeac02410 inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a292ad9c54719780e61282ddeeac02410"></a>
<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 class="separator:a292ad9c54719780e61282ddeeac02410 inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0313ad2f0ebbcc7085afb5650bd11b76 inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a0313ad2f0ebbcc7085afb5650bd11b76"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>nominal_</b></td></tr>
<tr class="separator:a0313ad2f0ebbcc7085afb5650bd11b76 inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7db0f13993a640aa7f0d594e71cd4fb0 inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a7db0f13993a640aa7f0d594e71cd4fb0"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>accrualStartDate_</b></td></tr>
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<tr class="memitem:ab871d5b910c9a7426056d7dc4660d5d4 inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="ab871d5b910c9a7426056d7dc4660d5d4"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>accrualEndDate_</b></td></tr>
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<tr class="memitem:a98fabc993511982e34098f058a23792b inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a98fabc993511982e34098f058a23792b"></a>
<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 class="separator:a98fabc993511982e34098f058a23792b inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a662e5b434a5da06dcc6b453780a18a52 inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a662e5b434a5da06dcc6b453780a18a52"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>refPeriodEnd_</b></td></tr>
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<tr class="memitem:a3eb8b1d39c60893c7fea3654f963f201 inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a3eb8b1d39c60893c7fea3654f963f201"></a>
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>exCouponDate_</b></td></tr>
<tr class="separator:a3eb8b1d39c60893c7fea3654f963f201 inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abc04d8e2a149167ccd377f55a5ff276c inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memItemLeft" align="right" valign="top"><a id="abc04d8e2a149167ccd377f55a5ff276c"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>accrualPeriod_</b></td></tr>
<tr class="separator:abc04d8e2a149167ccd377f55a5ff276c inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p><a class="el" href="struct_quant_lib_1_1_average.html" title="Placeholder for enumerated averaging types.">Average</a> BMA coupon. </p>
<p>Coupon paying a BMA index, where the coupon rate is a weighted average of relevant fixings.</p>
<p>The weighted average is computed based on the actual calendar days for which a given fixing is valid and contributing to the given interest period.</p>
<p>Before weights are computed, the fixing schedule is adjusted for the index's fixing day gap. See <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html#a86180f4ed67efd8668e1c750fa14bc56" title="accrued rate">rate()</a> method for details. </p>
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