quantlib.cashflows.cap\_floored\_coupon.CappedFlooredIborCoupon
===============================================================

.. currentmodule:: quantlib.cashflows.cap_floored_coupon

.. autoclass:: CappedFlooredIborCoupon
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


   
      ~CappedFlooredIborCoupon.__init__
      ~CappedFlooredIborCoupon.accrued_amount
      ~CappedFlooredIborCoupon.accrued_days
      ~CappedFlooredIborCoupon.accrued_period
      ~CappedFlooredIborCoupon.has_occured
      ~CappedFlooredIborCoupon.set_pricer
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~CappedFlooredIborCoupon.accrual_days
      ~CappedFlooredIborCoupon.accrual_end_date
      ~CappedFlooredIborCoupon.accrual_period
      ~CappedFlooredIborCoupon.accrual_start_date
      ~CappedFlooredIborCoupon.adjusted_fixing
      ~CappedFlooredIborCoupon.amount
      ~CappedFlooredIborCoupon.cap
      ~CappedFlooredIborCoupon.convexity_adjustment
      ~CappedFlooredIborCoupon.date
      ~CappedFlooredIborCoupon.day_counter
      ~CappedFlooredIborCoupon.effective_cap
      ~CappedFlooredIborCoupon.effective_floor
      ~CappedFlooredIborCoupon.fixing_date
      ~CappedFlooredIborCoupon.fixing_days
      ~CappedFlooredIborCoupon.floor
      ~CappedFlooredIborCoupon.index
      ~CappedFlooredIborCoupon.index_fixing
      ~CappedFlooredIborCoupon.is_capped
      ~CappedFlooredIborCoupon.is_floored
      ~CappedFlooredIborCoupon.is_in_arrears
      ~CappedFlooredIborCoupon.nominal
      ~CappedFlooredIborCoupon.rate
      ~CappedFlooredIborCoupon.reference_period_end
      ~CappedFlooredIborCoupon.reference_period_start
      ~CappedFlooredIborCoupon.underlying