CPICashFlow Class Reference

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

#include <ql/cashflows/cpicoupon.hpp>

Inheritance diagram for CPICashFlow:

List of all members.

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_

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.