DigitalCoupon Class Reference

Digital-payoff coupon. More...

#include <ql/cashflows/digitalcoupon.hpp>

Inheritance diagram for DigitalCoupon:

Public Member Functions
Constructors
	DigitalCoupon (const ext::shared_ptr< FloatingRateCoupon > &underlying, Rate callStrike=Null< Rate >(), Position::Type callPosition=Position::Long, bool isCallITMIncluded=false, Rate callDigitalPayoff=Null< Rate >(), Rate putStrike=Null< Rate >(), Position::Type putPosition=Position::Long, bool isPutITMIncluded=false, Rate putDigitalPayoff=Null< Rate >(), const ext::shared_ptr< DigitalReplication > &replication=ext::shared_ptr< DigitalReplication >(), bool nakedOption=false)
	general constructor
Coupon interface
Rate	rate () const
	accrued rate
Rate	convexityAdjustment () const
	convexity adjustment
Digital inspectors
Rate	callStrike () const
Rate	putStrike () const
Rate	callDigitalPayoff () const
Rate	putDigitalPayoff () const
bool	hasPut () const
bool	hasCall () const
bool	hasCollar () const
bool	isLongPut () const
bool	isLongCall () const
ext::shared_ptr< FloatingRateCoupon >	underlying () const
Rate	callOptionRate () const
Rate	putOptionRate () const
Observer interface
void	update ()
Visitability
virtual void	accept (AcyclicVisitor &)
void	setPricer (const ext::shared_ptr< FloatingRateCouponPricer > &pricer)
Public Member Functions inherited from FloatingRateCoupon
	FloatingRateCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< InterestRateIndex > &index, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const DayCounter &dayCounter=DayCounter(), bool isInArrears=false, const Date &exCouponDate=Date())
Real	amount () const
	returns the amount of the cash flow More...
Rate	rate () const
	accrued rate
Real	price (const Handle< YieldTermStructure > &discountingCurve) const
DayCounter	dayCounter () const
	day counter for accrual calculation