accrual period in days
end of the accrual period
accrual period as fraction of year
start of the accrual period
accrued amount at the given date
accrued days at the given date
accrued period as fraction of year at the given date
day counter for accrual calculation
returns true if an event has already occurred before a date
overloads Event::hasOccurred in order to take
Settings.includeTodaysCashflows in account
This method should be called at the end of non-const methods or when the programmer desires to notify any changes.
accrued rate
end date of the reference period
start date of the reference period
returns true if the cashflow is trading ex-coupon on the refDate
coupon accruing over a fixed period
This class implements part of the CashFlow interface but it is still abstract and provides derived classes with methods for accrual period calculations.