ZeroInflationCashFlow Class Reference

Cash flow dependent on a zero inflation index ratio. More...

#include <ql/cashflows/zeroinflationcashflow.hpp>

Inheritance diagram for ZeroInflationCashFlow:

Public Member Functions
	ZeroInflationCashFlow (Real notional, const ext::shared_ptr< ZeroInflationIndex > &index, CPI::InterpolationType observationInterpolation, const Date &startDate, const Date &endDate, const Period &observationLag, const Date &paymentDate, bool growthOnly=false)
ZeroInflationCashFlow interface
ext::shared_ptr< ZeroInflationIndex >	zeroInflationIndex () const
CPI::InterpolationType	observationInterpolation () const
Real	baseFixing () const override
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	baseDate () 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	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 ()

Visitability
void	accept (AcyclicVisitor &) override

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
virtual void	calculate () const
Real	amount_
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_

Detailed Description

Cash flow dependent on a zero inflation index ratio.

The ratio is taken between fixings observed at the start date and the end date minus the observation lag; that is, if the start and end dates are, e.g., in June and the observation lag is three months, the ratio will be taken between March fixings.

Constructor & Destructor Documentation

ZeroInflationCashFlow()

ZeroInflationCashFlow	(	Real	notional,
		const ext::shared_ptr< ZeroInflationIndex > &	index,
		CPI::InterpolationType	observationInterpolation,
		const Date &	startDate,
		const Date &	endDate,
		const Period &	observationLag,
		const Date &	paymentDate,
		bool	growthOnly = false )

The fixings dates for the index are startDate - observationLag and endDate - observationLag.

Member Function Documentation

baseFixing()

Real baseFixing ( ) const

overridevirtual

Reimplemented from IndexedCashFlow.

indexFixing()

Real indexFixing ( ) const

overridevirtual

Reimplemented from IndexedCashFlow.

accept()

void accept ( AcyclicVisitor & )

overridevirtual

Reimplemented from IndexedCashFlow.