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

__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[, ...])
set_pricer(self, FloatingRateCouponPricer pricer)

Attributes

Settings
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
nominal
rate
reference_period_end
reference_period_start