CappedFlooredCPICashFlow Class Reference

Capped or floored CPI cashflow. More...

#include <qle/cashflows/cpicoupon.hpp>

Inheritance diagram for CappedFlooredCPICashFlow:

Public Member Functions
	CappedFlooredCPICashFlow (const ext::shared_ptr< CPICashFlow > &underlying, Date startDate=Date(), Period observationLag=0 *Days, Rate cap=Null< Rate >(), Rate floor=Null< Rate >())
virtual Real	amount () const override
void	setPricer (const ext::shared_ptr< InflationCashFlowPricer > &pricer)
bool	isCapped () const
bool	isFloored () const
ext::shared_ptr< CPICashFlow >	underlying () const

Detailed Description

Capped or floored CPI cashflow.

Extended QuantLib::CPICashFlow