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 ext::shared_ptr< ZeroInflationIndex > &index, const Date &baseDate, Real baseFixing, const Date &observationDate, const Period &observationLag, CPI::InterpolationType interpolation, const Date &paymentDate, bool growthOnly=false) | |
| Real | baseFixing () const override |
| value used on base date | |
| Date | baseDate () const override |
| you may not have a valid date | |
| Date | observationDate () const |
| Period | observationLag () const |
| virtual CPI::InterpolationType | interpolation () const |
| do you want linear/constant/as-index interpolation of future data? | |
| virtual Frequency | frequency () const |
| ext::shared_ptr< ZeroInflationIndex > | cpiIndex () const |
| Real | indexFixing () const override |
| Public Member Functions inherited from IndexedCashFlow | |
| IndexedCashFlow (Real notional, ext::shared_ptr< Index > index, const Date &baseDate, const Date &fixingDate, const Date &paymentDate, bool growthOnly=false) | |
| Date | date () const override |
| virtual Real | notional () const |
| virtual Date | fixingDate () const |
| virtual ext::shared_ptr< Index > | index () const |
| virtual bool | growthOnly () const |
| Real | amount () const override |
| returns the amount of the cash flow | |
| void | accept (AcyclicVisitor &) override |
| void | performCalculations () const override |
| Public Member Functions inherited from CashFlow | |
| bool | hasOccurred (const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const override |
| returns true if an event has already occurred before a date | |
| 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 | |
| Public Member Functions inherited from Event | |
| Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) |
| Observable (Observable &&)=delete | |
| Observable & | operator= (Observable &&)=delete |
| void | notifyObservers () |
| Public Member Functions inherited from LazyObject | |
| void | update () override |
| bool | isCalculated () const |
| void | forwardFirstNotificationOnly () |
| void | alwaysForwardNotifications () |
| void | recalculate () |
| void | freeze () |
| void | unfreeze () |
| Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) |
| std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
| void | registerWithObservables (const ext::shared_ptr< Observer > &) |
| Size | unregisterWith (const ext::shared_ptr< Observable > &) |
| void | unregisterWithAll () |
| virtual void | deepUpdate () |
Protected Attributes | |
| Real | baseFixing_ |
| Date | observationDate_ |
| Period | observationLag_ |
| CPI::InterpolationType | interpolation_ |
| Frequency | frequency_ |
| Real | amount_ |
| bool | calculated_ = false |
| bool | frozen_ = false |
| bool | alwaysForward_ |
Additional Inherited Members | |
| Public Types inherited from Observer | |
| typedef set_type::iterator | iterator |
| virtual void | calculate () const |
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
◆ baseFixing()
|
overridevirtual |
value used on base date
This does not have to agree with index on that date.
Reimplemented from IndexedCashFlow.
◆ baseDate()
|
overridevirtual |
you may not have a valid date
Reimplemented from IndexedCashFlow.
◆ indexFixing()
|
overridevirtual |
Reimplemented from IndexedCashFlow.
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