Cash flow paying the performance of a CPI (zero inflation) index. More...
#include <ql/cashflows/cpicoupon.hpp>
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 | |
![]() | |
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 () |
![]() | |
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... | |
Event interface | |
Visitability | |
![]() | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
![]() | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
std::pair< std::set < boost::shared_ptr < Observable > >::iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) |
Size | unregisterWith (const boost::shared_ptr< Observable > &) |
void | unregisterWithAll () |
Protected Attributes | |
Real | baseFixing_ |
CPI::InterpolationType | interpolation_ |
Frequency | frequency_ |
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.