QuantLib_CPIBond man page

CPIBond —


#include <ql/instruments/bonds/cpibond.hpp>

Inherits Bond.

Public Member Functions

CPIBond (Natural settlementDays, Real faceAmount, bool growthOnly, Real baseCPI, const Period &observationLag, const boost::shared_ptr< ZeroInflationIndex > &cpiIndex, CPI::InterpolationType observationInterpolation, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=ModifiedFollowing, const Date &issueDate=Date(), const Calendar &paymentCalendar=Calendar(), const Period &exCouponPeriod=Period(), const Calendar &exCouponCalendar=Calendar(), const BusinessDayConvention exCouponConvention=Unadjusted, bool exCouponEndOfMonth=false)

Frequency frequency () const

const DayCounter & dayCounter () const

bool growthOnly () const

Real baseCPI () const

Period observationLag () const

const boost::shared_ptr< ZeroInflationIndex > & cpiIndex () const

CPI::InterpolationType observationInterpolation () const

Protected Attributes

Frequency frequency_

DayCounter dayCounter_

bool growthOnly_

Real baseCPI_

Period observationLag_

boost::shared_ptr< ZeroInflationIndex > cpiIndex_

CPI::InterpolationType observationInterpolation_

Additional Inherited Members

Detailed Description

cpi bond; if there is only one date in the schedule it is a zero bond returning an inflated notional.


Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

baseCPI(3), baseCPI_(3), CPIBond(3), cpiIndex(3), cpiIndex_(3), growthOnly(3), growthOnly_(3), observationInterpolation(3), observationInterpolation_(3), observationLag(3) and observationLag_(3) are aliases of QuantLib_CPIBond(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib