Short Class Template Reference
#include <ql/CashFlows/shortindexedcoupon.hpp>
Detailed Description
template<class IndexedCouponType>
class QuantLib::Short< IndexedCouponType >
Short indexed coupon
- Warning:
- 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.
Public Member Functions | |
template<class IndexType> | |
Short (const Date &paymentDate, const Real nominal, const Date &startDate, const Date &endDate, const Integer fixingDays, const boost::shared_ptr< IndexType > &index, const Real gearing=1.0, const Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter()) | |
Real | amount () const |
inhibit calculation |
Member Function Documentation
Real amount | ( | ) | const |
inhibit calculation
Unlike ParCoupon, this coupon can't calculate its fixing for future dates, either.