Cash flow paying the performance of a CPI (zero inflation) index. More...
#include <ql/cashflows/cpicoupon.hpp>
Inheritance diagram for CPICashFlow:Public Member Functions | |
| CPICashFlow (Real notional, const boost::shared_ptr< ZeroInflationIndex > &index, const Date &baseDate, Real baseFixing, const Date &fixingDate, const Date &paymentDate, bool growthOnly=false, CPI::InterpolationType interpolation=CPI::AsIndex, const Frequency &frequency=QuantLib::NoFrequency) | |
| virtual Real | baseFixing () const |
| value used on base date More... | |
| virtual Date | baseDate () const |
| you may not have a valid date | |
| virtual CPI::InterpolationType | interpolation () const |
| do you want linear/constant/as-index interpolation of future data? | |
| virtual Frequency | frequency () const |
| virtual Real | amount () const |
| redefined to use baseFixing() and interpolation | |
Public Member Functions inherited from IndexedCashFlow | |
| IndexedCashFlow (Real notional, const boost::shared_ptr< Index > &index, const Date &baseDate, const Date &fixingDate, const Date &paymentDate, bool growthOnly=false) | |
| virtual Real | notional () const |
| virtual Date | fixingDate () const |
| virtual boost::shared_ptr< Index > | index () const |
| virtual bool | growthOnly () const |
| Date | date () const |
| Real | amount () const |
| returns the amount of the cash flow More... | |
| virtual void | accept (AcyclicVisitor &) |
| void | update () |
Public Member Functions inherited from CashFlow | |
| bool | hasOccurred (const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const |
| returns true if an event has already occurred before a date More... | |
| virtual Date | exCouponDate () const |
| returns the date that the cash flow trades exCoupon | |
| bool | tradingExCoupon (const Date &refDate=Date()) const |
| returns true if the cashflow is trading ex-coupon on the refDate | |
Event interface | |
Visitability | |
Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| void | notifyObservers () |
Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
| void | registerWithObservables (const boost::shared_ptr< Observer > &) |
| Size | unregisterWith (const boost::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
| virtual void | deepUpdate () |
Protected Attributes | |
| Real | baseFixing_ |
| CPI::InterpolationType | interpolation_ |
| Frequency | frequency_ |
Additional Inherited Members | |
Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type |
| typedef set_type::iterator | iterator |
Cash flow paying the performance of a CPI (zero inflation) index.
It is NOT a coupon, i.e. no accruals.
|
virtual |
value used on base date
This does not have to agree with index on that date.