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<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
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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_coupon.html">Coupon</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_coupon-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">Coupon Class Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
</div><!--header-->
<div class="contents">
<p>coupon accruing over a fixed period
<a href="class_quant_lib_1_1_coupon.html#details">More...</a></p>
<p><code>#include <ql/cashflows/coupon.hpp></code></p>
<div 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 Coupon:</div>
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</div>
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
<div class="center"><img src="class_quant_lib_1_1_coupon__inherit__graph.png" border="0" usemap="#a_coupon_inherit__map" alt="Inheritance graph"/></div>
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<area shape="rect" title="coupon accruing over a fixed period" alt="" coords="239,183,305,209"/>
<area shape="rect" href="class_quant_lib_1_1_fixed_rate_coupon.html" title="Coupon paying a fixed interest rate" alt="" coords="361,132,487,159"/>
<area shape="rect" href="class_quant_lib_1_1_floating_rate_coupon.html" title="base floating-rate coupon class" alt="" coords="353,183,495,209"/>
<area shape="rect" href="class_quant_lib_1_1_inflation_coupon.html" title="Base inflation-coupon class." alt="" coords="367,360,481,387"/>
<area shape="rect" href="class_quant_lib_1_1_cash_flow.html" title="Base class for cash flows." alt="" coords="109,183,191,209"/>
<area shape="rect" href="class_quant_lib_1_1_event.html" title="Base class for event." alt="" coords="5,183,61,209"/>
<area shape="rect" href="class_quant_lib_1_1_average_b_m_a_coupon.html" title="Average BMA coupon." alt="" coords="555,5,699,32"/>
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<area shape="rect" href="class_quant_lib_1_1_cms_coupon.html" title="CMS coupon class." alt="" coords="580,107,675,133"/>
<area shape="rect" href="class_quant_lib_1_1_cms_spread_coupon.html" title="CMS spread coupon class." alt="" coords="559,157,695,184"/>
<area shape="rect" href="class_quant_lib_1_1_digital_coupon.html" title="Digital-payoff coupon." alt="" coords="575,208,679,235"/>
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<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:aeb27b6bf63805cdc54f6cbcdc1d469cf"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Event interface</div></td></tr>
<tr class="memitem:ad4276f5a24965b35acc5d01b31fc5e17"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">CashFlow interface</div></td></tr>
<tr class="memitem:a3bd5302408bcc9757bf3d6d8e5a009aa"><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"><td class="mdescLeft"> </td><td class="mdescRight">returns the date that the cash flow trades exCoupon <br /></td></tr>
<tr class="separator:a3bd5302408bcc9757bf3d6d8e5a009aa"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr class="memitem:a8eee3d3767fab185a6f78d6b406618f5"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6eda08b65dcbddd26134d5571bfc3137"><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"><td class="mdescLeft"> </td><td class="mdescRight">start of the accrual period <br /></td></tr>
<tr class="separator:a6eda08b65dcbddd26134d5571bfc3137"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aab7910dc8bec5253c960da6be9b92b7f"><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"><td class="mdescLeft"> </td><td class="mdescRight">end of the accrual period <br /></td></tr>
<tr class="separator:aab7910dc8bec5253c960da6be9b92b7f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af8edc8acc5de61591df3ca2e634cc810"><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"><td class="mdescLeft"> </td><td class="mdescRight">start date of the reference period <br /></td></tr>
<tr class="separator:af8edc8acc5de61591df3ca2e634cc810"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a26ef5645b3f270b027685d00a4ce2c14"><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"><td class="mdescLeft"> </td><td class="mdescRight">end date of the reference period <br /></td></tr>
<tr class="separator:a26ef5645b3f270b027685d00a4ce2c14"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aeadd3d9641f09dd113442c5719405bef"><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"><td class="mdescLeft"> </td><td class="mdescRight">accrual period as fraction of year <br /></td></tr>
<tr class="separator:aeadd3d9641f09dd113442c5719405bef"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a24ea8bbfd10aa2e9cb57131307d35e5b"><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"><td class="mdescLeft"> </td><td class="mdescRight">accrual period in days <br /></td></tr>
<tr class="separator:a24ea8bbfd10aa2e9cb57131307d35e5b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a120f8a9f50fd915f019580dad4789819"><td class="memItemLeft" align="right" valign="top"><a id="a120f8a9f50fd915f019580dad4789819"></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_coupon.html#a120f8a9f50fd915f019580dad4789819">rate</a> () const =0</td></tr>
<tr class="memdesc:a120f8a9f50fd915f019580dad4789819"><td class="mdescLeft"> </td><td class="mdescRight">accrued rate <br /></td></tr>
<tr class="separator:a120f8a9f50fd915f019580dad4789819"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a9d30a3965ddf6100738ec4624c56d847"><td class="memItemLeft" align="right" valign="top"><a id="a9d30a3965ddf6100738ec4624c56d847"></a>
virtual <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#a9d30a3965ddf6100738ec4624c56d847">dayCounter</a> () const =0</td></tr>
<tr class="memdesc:a9d30a3965ddf6100738ec4624c56d847"><td class="mdescLeft"> </td><td class="mdescRight">day counter for accrual calculation <br /></td></tr>
<tr class="separator:a9d30a3965ddf6100738ec4624c56d847"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae0916f7906b7f56ae16cfb344fb23d2d"><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"><td class="mdescLeft"> </td><td class="mdescRight">accrued period as fraction of year at the given date <br /></td></tr>
<tr class="separator:ae0916f7906b7f56ae16cfb344fb23d2d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae659d066beda02b5e6a15938fba1060b"><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"><td class="mdescLeft"> </td><td class="mdescRight">accrued days at the given date <br /></td></tr>
<tr class="separator:ae659d066beda02b5e6a15938fba1060b"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad6b1c6e4a74184e4a2079858a75d3fcf"><td class="memItemLeft" align="right" valign="top"><a id="ad6b1c6e4a74184e4a2079858a75d3fcf"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_coupon.html#ad6b1c6e4a74184e4a2079858a75d3fcf">accruedAmount</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &) const =0</td></tr>
<tr class="memdesc:ad6b1c6e4a74184e4a2079858a75d3fcf"><td class="mdescLeft"> </td><td class="mdescRight">accrued amount at the given date <br /></td></tr>
<tr class="separator:ad6b1c6e4a74184e4a2079858a75d3fcf"><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:a9b47a18fd731fee50de8227ea00f85ca inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="memItemLeft" align="right" valign="top">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flow.html#a9b47a18fd731fee50de8227ea00f85ca">amount</a> () const =0</td></tr>
<tr class="memdesc:a9b47a18fd731fee50de8227ea00f85ca inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="mdescLeft"> </td><td class="mdescRight">returns the amount of the cash flow <a href="class_quant_lib_1_1_cash_flow.html#a9b47a18fd731fee50de8227ea00f85ca">More...</a><br /></td></tr>
<tr class="separator:a9b47a18fd731fee50de8227ea00f85ca 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>
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<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>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Visitability</h2></td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>paymentDate_</b></td></tr>
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<tr class="memitem:a0313ad2f0ebbcc7085afb5650bd11b76"><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>
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<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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<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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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>refPeriodStart_</b></td></tr>
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<tr class="memitem:a662e5b434a5da06dcc6b453780a18a52"><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"><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>
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<tr class="memitem:abc04d8e2a149167ccd377f55a5ff276c"><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>
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<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>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>coupon accruing over a fixed period </p>
<p>This class implements part of the <a class="el" href="class_quant_lib_1_1_cash_flow.html" title="Base class for cash flows.">CashFlow</a> interface but it is still abstract and provides derived classes with methods for accrual period calculations. </p>
</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
<a id="aeb27b6bf63805cdc54f6cbcdc1d469cf"></a>
<h2 class="memtitle"><span class="permalink"><a href="#aeb27b6bf63805cdc54f6cbcdc1d469cf">◆ </a></span>Coupon()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_coupon.html">Coupon</a> </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>paymentDate</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>nominal</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>accrualStartDate</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>accrualEndDate</em>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>refPeriodStart</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>refPeriodEnd</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"><em>exCouponDate</em> = <code><a class="el" href="class_quant_lib_1_1_date.html">Date</a>()</code> </td>
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<td></td>
<td>)</td>
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<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000002">Warning:</a></b></dt><dd>the coupon does not adjust the payment date which must already be a business day. </dd></dl>
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</div>
<h2 class="groupheader">Member Function Documentation</h2>
<a id="ad4276f5a24965b35acc5d01b31fc5e17"></a>
<h2 class="memtitle"><span class="permalink"><a href="#ad4276f5a24965b35acc5d01b31fc5e17">◆ </a></span>date()</h2>
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<table class="memname">
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<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> date </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
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<span class="mlabels"><span class="mlabel">virtual</span></span> </td>
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<dl class="section note"><dt>Note</dt><dd>This is inherited from the event class </dd></dl>
<p>Implements <a class="el" href="class_quant_lib_1_1_cash_flow.html#ac659412fae5cc99a0fdf25f7f4b9562e">CashFlow</a>.</p>
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