//! \name CashFlow interface //@{ Real amount() const { return rate() * accrualPeriod() * nominal(); }
Real CmsSpreadRangeAccrualCoupon::priceWithoutOptionality( const Handle<YieldTermStructure>& discountingCurve) const { return accrualPeriod() * (gearing_*indexFixing()+spread_) * nominal() * discountingCurve->discount(date()); }