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Pre-calculate the FixedRateCoupon::amount() #1759

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Pre-calculate the FixedRateCoupon::amount() #1759

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26 changes: 12 additions & 14 deletions ql/cashflows/fixedratecoupon.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -38,9 +38,14 @@ namespace QuantLib {
const Date& refPeriodStart,
const Date& refPeriodEnd,
const Date& exCouponDate)
: Coupon(paymentDate, nominal, accrualStartDate, accrualEndDate,
refPeriodStart, refPeriodEnd, exCouponDate),
rate_(InterestRate(rate, dayCounter, Simple, Annual)) {}
: FixedRateCoupon(paymentDate,
nominal,
InterestRate(rate, dayCounter, Simple, Annual),
accrualStartDate,
accrualEndDate,
refPeriodStart,
refPeriodEnd,
exCouponDate) {}

FixedRateCoupon::FixedRateCoupon(const Date& paymentDate,
Real nominal,
Expand All @@ -57,17 +62,10 @@ namespace QuantLib {
refPeriodStart,
refPeriodEnd,
exCouponDate),
rate_(std::move(interestRate)) {}

Real FixedRateCoupon::amount() const {
calculate();
return amount_;
}

void FixedRateCoupon::performCalculations() const {
amount_ = nominal() * (rate_.compoundFactor(accrualStartDate_, accrualEndDate_,
refPeriodStart_, refPeriodEnd_) -
1.0);
rate_(std::move(interestRate)) {
amount_ = Coupon::nominal() * (rate_.compoundFactor(accrualStartDate_, accrualEndDate_,
refPeriodStart_, refPeriodEnd_) -
1.0);
}

Real FixedRateCoupon::accruedAmount(const Date& d) const {
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8 changes: 2 additions & 6 deletions ql/cashflows/fixedratecoupon.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -60,13 +60,9 @@ namespace QuantLib {
const Date& refPeriodEnd = Date(),
const Date& exCouponDate = Date());
//@}
//! \name LazyObject interface
//@{
void performCalculations() const override;
//@}
//! \name CashFlow interface
//@{
Real amount() const override;
Real amount() const override { return amount_; }
//@}
//! \name Coupon interface
//@{
Expand All @@ -81,7 +77,7 @@ namespace QuantLib {
//@}
private:
InterestRate rate_;
mutable Real amount_;
Real amount_;
};


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