- QuantLib
- CPIBond
#include <ql/instruments/bonds/cpibond.hpp>
Public Member Functions | |
CPIBond (Natural settlementDays, Real faceAmount, bool growthOnly, Real baseCPI, const Period &observationLag, const boost::shared_ptr< ZeroInflationIndex > &cpiIndex, CPI::InterpolationType observationInterpolation, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=ModifiedFollowing, const Date &issueDate=Date()) | |
Frequency | frequency () const |
const DayCounter & | dayCounter () const |
bool | growthOnly () const |
Real | baseCPI () const |
Period | observationLag () const |
const boost::shared_ptr < ZeroInflationIndex > & | cpiIndex () const |
CPI::InterpolationType | observationInterpolation () const |
Protected Attributes | |
Frequency | frequency_ |
DayCounter | dayCounter_ |
bool | growthOnly_ |
Real | baseCPI_ |
Period | observationLag_ |
boost::shared_ptr < ZeroInflationIndex > | cpiIndex_ |
CPI::InterpolationType | observationInterpolation_ |
cpi bond; if there is only one date in the schedule it is a zero bond returning an inflated notional.