QuantLib_YoYInflationCoupon man page

YoYInflationCoupon — Coupon paying a YoY-inflation type index

Synopsis

#include <ql/cashflows/yoyinflationcoupon.hpp>

Inherits InflationCoupon.

Inherited by CappedFlooredYoYInflationCoupon.

Public Member Functions

YoYInflationCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< YoYInflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())

Inspectors

Real gearing () const
index gearing, i.e. multiplicative coefficient for the index
Spread spread () const
spread paid over the fixing of the underlying index
Rate adjustedFixing () const

const boost::shared_ptr< YoYInflationIndex > & yoyIndex () const

Visitability

virtual void accept (AcyclicVisitor &)

Protected Member Functions

bool checkPricerImpl (const boost::shared_ptr< InflationCouponPricer > &) const
makes sure you were given the correct type of pricer

Protected Attributes

Real gearing_

Spread spread_

Additional Inherited Members

Detailed Description

Coupon paying a YoY-inflation type index

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

YoYInflationCoupon(3) is an alias of QuantLib_YoYInflationCoupon(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib