Exemplo n.º 1
0
        //! Previous coupon already paid at a given date

        /*! Expected previous coupon: depending on (the bond and) the given
         *  date the coupon can be historic, deterministic or expected in a
         *  stochastic sense. When the bond settlement date is used the coupon
         *  is the last paid one.
         *
         *  The current bond settlement is used if no date is given.
         */
        public double previousCouponRate(Date settlement = null)
        {
            return(BondFunctions.previousCouponRate(this, settlement));
        }