quantlib.cashflows.cap_floored_coupon.CappedFlooredCoupon

class CappedFlooredCoupon(FloatingRateCoupon underlying, Rate cap=Null[Real](), Rate floor=Null[Real]())

Bases: FloatingRateCoupon

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)

accrued_amount(self, Date date)

accrued_days(self, Date date)

accrued_period(self, Date date)

has_occured(self, Date ref_date[, ...])

set_pricer(self, FloatingRateCouponPricer pricer)

Attributes

accrual_days

accrual_end_date

accrual_period

accrual_start_date

adjusted_fixing

amount

cap

convexity_adjustment

date

day_counter

effective_cap

effective_floor

fixing_date

fixing_days

floor

index

index_fixing

is_capped

is_floored

nominal

rate

reference_period_end

reference_period_start

underlying