quantlib.cashflows.fixed_rate_coupon.FixedRateCoupon

class FixedRateCoupon(Date payment_date, Real nominal, Rate rate, DayCounter day_counter, Date accrual_start_date, Date accrual_end_date, Date ref_period_start=Date(), Date ref_period_end=Date(), Date ex_coupon_date=Date())

Bases: Coupon

__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[, ...])
interest_rate(self)

Attributes

accrual_days
accrual_end_date
accrual_period
accrual_start_date
amount
date
day_counter
nominal
rate
reference_period_end
reference_period_start

interest_rate(self)