QuantLib_CPICashFlow man page

CPICashFlow — Cash flow paying the performance of a CPI (zero inflation) index.

Synopsis

#include <ql/cashflows/cpicoupon.hpp>

Inherits IndexedCashFlow.

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
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

Protected Attributes

Real baseFixing_

CPI::InterpolationType interpolation_

Frequency frequency_

Additional Inherited Members

Detailed Description

Cash flow paying the performance of a CPI (zero inflation) index.

It is NOT a coupon, i.e. no accruals.

Member Function Documentation

virtual Real baseFixing () const [virtual]

value used on base date This does not have to agree with index on that date.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

baseFixing(3), baseFixing_(3), CPICashFlow(3) and interpolation(3) are aliases of QuantLib_CPICashFlow(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib