QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.5
Public Member Functions | Protected Attributes | List of all members
CPICashFlow Class Reference

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

#include <ql/cashflows/cpicoupon.hpp>

+ Inheritance diagram for CPICashFlow:

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
 
- Public Member Functions inherited from IndexedCashFlow
 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< Indexindex () 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 ()
 
- Public Member Functions inherited from CashFlow
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...
 
virtual Date exCouponDate () const
 returns the date that the cash flow trades exCoupon
 
bool tradingExCoupon (const Date &refDate=Date()) const
 returns true if the cashflow is trading ex-coupon on the refDate
 
Event interface
Visitability
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (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_
 

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.