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Reference manual - version qle_version
Public Member Functions | Protected Attributes | List of all members
CPICoupon Class Reference
+ Inheritance diagram for CPICoupon:

Public Member Functions

 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)
 
virtual Rate rate () const override
 
bool subtractInflationNotional ()
 

Protected Attributes

bool subtractInflationNominal_