quantlib.cashflows.cap_floored_coupon.
CappedFlooredIborCoupon¶
- class CappedFlooredIborCoupon(Date payment_date, Real nominal, Date start_date, Date end_date, Natural fixing_days, IborIndex index, Real gearing=1., Spread spread=0., Rate cap=Null[Real](), Rate floor=Null[Real](), Date ref_period_start=Date(), Date ref_period_end=Date(), DayCounter day_counter=DayCounter(), bool is_in_arrears=False)¶
Bases:
CappedFlooredCoupon- 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
- is_in_arrears
- nominal
- rate
- reference_period_end
- reference_period_start
- underlying
Methods
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)