quantlib.cashflows.floating\_rate\_coupon.FloatingRateCoupon
============================================================

.. currentmodule:: quantlib.cashflows.floating_rate_coupon

.. autoclass:: FloatingRateCoupon
   :members:
   :show-inheritance:

   
   .. automethod:: __init__

   
   .. rubric:: Methods

   .. autosummary::


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

   
   
   .. rubric:: Attributes

   .. autosummary::

   
      ~FloatingRateCoupon.accrual_days
      ~FloatingRateCoupon.accrual_end_date
      ~FloatingRateCoupon.accrual_period
      ~FloatingRateCoupon.accrual_start_date
      ~FloatingRateCoupon.adjusted_fixing
      ~FloatingRateCoupon.amount
      ~FloatingRateCoupon.convexity_adjustment
      ~FloatingRateCoupon.date
      ~FloatingRateCoupon.day_counter
      ~FloatingRateCoupon.fixing_date
      ~FloatingRateCoupon.fixing_days
      ~FloatingRateCoupon.index
      ~FloatingRateCoupon.index_fixing
      ~FloatingRateCoupon.is_in_arrears
      ~FloatingRateCoupon.nominal
      ~FloatingRateCoupon.rate
      ~FloatingRateCoupon.reference_period_end
      ~FloatingRateCoupon.reference_period_start