Capped or floored CPI coupon. More...
#include <qle/cashflows/cpicoupon.hpp>
Public Member Functions | |
CappedFlooredCPICoupon (const ext::shared_ptr< CPICoupon > &underlying, Date startDate=Date(), Rate cap=Null< Rate >(), Rate floor=Null< Rate >()) | |
virtual Rate | rate () const override |
ext::shared_ptr< CPICoupon > | underlying () const |
Observer interface | |
void | update () override |
Public Member Functions inherited from CPICoupon | |
CPICoupon (Real baseCPI, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date(), bool subtractInflationNominal=false) | |
CPICoupon (Real baseCPI, const Date &baseDate, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date(), bool subtractInflationNominal=false) | |
bool | subtractInflationNotional () |
Visitability | |
ext::shared_ptr< CPICoupon > | underlying_ |
ext::shared_ptr< CPICapFloor > | cpiCap_ |
ext::shared_ptr< CPICapFloor > | cpiFloor_ |
Date | startDate_ |
bool | isFloored_ |
bool | isCapped_ |
Rate | cap_ |
Rate | floor_ |
virtual void | accept (AcyclicVisitor &v) override |
bool | isCapped () const |
bool | isFloored () const |
virtual void | setCommon (Rate cap, Rate floor) |
Additional Inherited Members | |
Protected Attributes inherited from CPICoupon | |
bool | subtractInflationNominal_ |
Capped or floored CPI coupon.
Extended QuantLib::CPICoupon