QuantLib_CPIBondHelper man page

CPIBondHelper — CPI bond helper for curve bootstrap.

Synopsis

#include <ql/termstructures/yield/bondhelpers.hpp>

Inherits BondHelper.

Public Member Functions

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

Additional inspectors

boost::shared_ptr< CPIBond > cpiBond () const

Visitability

void accept (AcyclicVisitor &)

Protected Attributes

boost::shared_ptr< CPIBond > cpiBond_

Additional Inherited Members

Detailed Description

CPI bond helper for curve bootstrap.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

cpiBond(3), cpiBond_(3) and CPIBondHelper(3) are aliases of QuantLib_CPIBondHelper(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib