quantlib.cashflows.ibor_coupon.
IborCoupon¶
- class IborCoupon(Date payment_date, Real nominal, Date start_date, Date end_date, Natural fixing_days, IborIndex index, Real gearing=1., Spread 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
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)