1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: CmsSpreadCoupon Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td id="projectalign" style="padding-left: 0.5em;">
<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
$(function() {
initMenu('',true,false,'search.php','Search');
$(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div id="nav-path" class="navpath">
<ul>
<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_cms_spread_coupon.html">CmsSpreadCoupon</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_cms_spread_coupon-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">CmsSpreadCoupon Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<p>CMS spread coupon class.
<a href="class_quant_lib_1_1_cms_spread_coupon.html#details">More...</a></p>
<p><code>#include <ql/experimental/coupons/cmsspreadcoupon.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 CmsSpreadCoupon:</div>
<div id="dynsection-0-summary" class="dynsummary" style="display:block;">
</div>
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
<div class="center"><img src="class_quant_lib_1_1_cms_spread_coupon__inherit__graph.png" border="0" usemap="#a_cms_spread_coupon_inherit__map" alt="Inheritance graph"/></div>
<map name="_cms_spread_coupon_inherit__map" id="a_cms_spread_coupon_inherit__map">
<area shape="rect" title="CMS spread coupon class." alt="" coords="17,155,153,181"/>
<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:a164cff06bc4ebcb5d018452a1e8960fe"><td class="memItemLeft" align="right" valign="top"><a id="a164cff06bc4ebcb5d018452a1e8960fe"></a>
 </td><td class="memItemRight" valign="bottom"><b>CmsSpreadCoupon</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_swap_spread_index.html">SwapSpreadIndex</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:a164cff06bc4ebcb5d018452a1e8960fe"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr class="memitem:a1bfebf7db00456d5e2a87d2057321967"><td class="memItemLeft" align="right" valign="top"><a id="a1bfebf7db00456d5e2a87d2057321967"></a>
const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_swap_spread_index.html">SwapSpreadIndex</a> > & </td><td class="memItemRight" valign="bottom"><b>swapSpreadIndex</b> () const</td></tr>
<tr class="separator:a1bfebf7db00456d5e2a87d2057321967"><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>
<tr class="separator:a3827f28c6ec62cd6e7ce8d6065c0f09b inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a142e21d886d3cc708b215912d81a5aa1 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="a142e21d886d3cc708b215912d81a5aa1"></a>
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_floating_rate_coupon.html#a142e21d886d3cc708b215912d81a5aa1">fixingDate</a> () const</td></tr>
<tr class="memdesc:a142e21d886d3cc708b215912d81a5aa1 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">fixing date <br /></td></tr>
<tr class="separator:a142e21d886d3cc708b215912d81a5aa1 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:af2b1ac06508be31b34a28d76091c0e3f inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa6667ec021e952e359bd956d8674e229 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="aa6667ec021e952e359bd956d8674e229"></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#aa6667ec021e952e359bd956d8674e229">indexFixing</a> () const</td></tr>
<tr class="memdesc:aa6667ec021e952e359bd956d8674e229 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">fixing of the underlying index <br /></td></tr>
<tr class="separator:aa6667ec021e952e359bd956d8674e229 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa2e0aa7ede4fd7b27fccdd5d07ff5df1 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memItemLeft" align="right" valign="top"><a id="aa2e0aa7ede4fd7b27fccdd5d07ff5df1"></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#aa2e0aa7ede4fd7b27fccdd5d07ff5df1">convexityAdjustment</a> () const</td></tr>
<tr class="memdesc:aa2e0aa7ede4fd7b27fccdd5d07ff5df1 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="mdescLeft"> </td><td class="mdescRight">convexity adjustment <br /></td></tr>
<tr class="separator:aa2e0aa7ede4fd7b27fccdd5d07ff5df1 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:adf3f773409a1a0319525ca0a38513729 inherit pub_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:ae0916f7906b7f56ae16cfb344fb23d2d inherit pub_methods_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a5f19858a4efc0d21a5413aa2c541d253 inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<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:a896099363a2a409d2485c3ce9e4e4265"><td class="memItemLeft" align="right" valign="top"><a id="a896099363a2a409d2485c3ce9e4e4265"></a>
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 class="separator:a896099363a2a409d2485c3ce9e4e4265"><td class="memSeparator" colspan="2"> </td></tr>
</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>
<tr class="separator:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a7b384f2702001b99ab3b2c37c9d7ff98 inherit pro_methods_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a39af3b47aa4fcd97076e945109525fe8 inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:ac49985ed0b7d726bb87fe57577cd6d3d inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:aa6db15cb8f4db71dbdd282eb1a4a9bcd inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a25f8da0f6e04b43219b0a3adc3b546a2 inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a6f4050559fda21f718742441d4c90eda inherit pro_attribs_class_quant_lib_1_1_floating_rate_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a7db0f13993a640aa7f0d594e71cd4fb0 inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:ab871d5b910c9a7426056d7dc4660d5d4 inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>
<tr class="separator:a662e5b434a5da06dcc6b453780a18a52 inherit pro_attribs_class_quant_lib_1_1_coupon"><td class="memSeparator" colspan="2"> </td></tr>
<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>CMS spread coupon class. </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000015">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>
</div></div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>
|
