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- Attributes:
- accrual_days
- accrual_end_date
- accrual_period
- accrual_start_date
- amount
- date
- day_counter
- nominal
- rate
- reference_period_end
- reference_period_start
Methods
accrued_amount(self, Date date)accrued_days(self, Date date)accrued_period(self, Date date)has_occured(self, Date ref_date[, ...])interest_rate(self)