/* Copyright (C) 2006 Giorgio Facchinetti Copyright (C) 2006 Mario Pucci Copyright (C) 2006 StatPro Italia srl This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ /*! \file cmscoupon.hpp \brief CMS coupon */ #ifndef quantlib_cms_coupon_hpp #define quantlib_cms_coupon_hpp #include namespace QuantLib { class SwapIndex; //! CMS coupon class /*! \warning This class does not perform any date adjustment, i.e., the start and end date passed upon construction should be already rolled to a business day. */ class CmsCoupon : public FloatingRateCoupon { public: CmsCoupon(const Date& paymentDate, const Real nominal, const Date& startDate, const Date& endDate, const Natural fixingDays, const boost::shared_ptr& index, const Real gearing = 1.0, const Spread spread= 0.0, const Date& refPeriodStart = Date(), const Date& refPeriodEnd = Date(), const DayCounter& dayCounter = DayCounter(), bool isInArrears = false); //! \name Inspectors //@{ const boost::shared_ptr& swapIndex() const { return swapIndex_; } //da eliminare dovrebbere convergere nel metodo index di float //! \name Visitability //@{ virtual void accept(AcyclicVisitor&); //@} private: boost::shared_ptr swapIndex_; }; } #endif