quantlib.cashflows.cms_coupon.

CmsCoupon

class CmsCoupon(Date payment_date, Real nominal, Date start_date, Date end_date, Natural fixing_days, SwapIndex index, Real gearing=1., Real spread=0., Date ref_period_start=Date(), Date ref_period_end=Date(), DayCounter day_counter=DayCounter(), bool is_in_arrears=False)

Bases: FloatingRateCoupon

Attributes:
accrual_days
accrual_end_date
accrual_period
accrual_start_date
adjusted_fixing
amount
convexity_adjustment
date
day_counter
fixing_date
fixing_days
index
index_fixing
is_in_arrears
nominal
rate
reference_period_end
reference_period_start
swap_index

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)