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TargetCoupon.h
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TargetCoupon.h
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#pragma once
#include <iostream>
#include <string>
#include <boost/shared_ptr.hpp>
#include<CappedFlooredCoupon.h>
class TargetCoupon : public CappedFlooredCoupon
{
double target_; // K ---- check target is the same strike
std::string couponDependency_; // string = sumToBeforeLast
public:
//getter
double getTarget()const{return target_;}
std::string getCouponDependency()const {return couponDependency_;}
//constructeur
TargetCoupon( LMM::Index paymentIndex,
double nominal,
double period,
bool ifFloored,
double floorStrike,
bool ifCapped,
double capStrike,
Rate_CONSTPTR rate,
double multiFactor,
double addFactor,
LMM::Index valuationDateIndex,
double target,
std::string couponDependency);
//destructeur
virtual ~TargetCoupon(){}
};
typedef boost::shared_ptr<TargetCoupon> TargetCoupon_PTR;
typedef boost::shared_ptr<const TargetCoupon> TargetCoupon_CONSTPTR;