QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

InArrearIndexedCoupon Class Reference #include <ql/CashFlows/inarrearindexedcoupon.hpp> Inheritance diagram for InArrearIndexedCoupon: [legend]List of all members. Detailed Description In-arrear indexed coupon class. 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   InArrearIndexedCoupon (double nominal, const Date &paymentDate, const Handle< Xibor > &index, const Date &startDate, const Date &endDate, int fixingDays, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter()) FloatingRateCoupon interface Date  fixingDate () const Visitability virtual void  accept (AcyclicVisitor &)

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