indexed cashflow More...

#include <qle/cashflows/indexedcoupon.hpp>

Inheritance diagram for IndexWrappedCashFlow:

Public Member Functions
	IndexWrappedCashFlow (const boost::shared_ptr< CashFlow > &c, const Real qty, const boost::shared_ptr< Index > &index, const Date &fixingDate)

	IndexWrappedCashFlow (const boost::shared_ptr< CashFlow > &c, const Real qty, const Real initialFixing)

Observer interface
void	update () override

Cashflow interface
Date	date () const override

Real	amount () const override

Inspectors
boost::shared_ptr< CashFlow >	underlying () const

Real	quantity () const

boost::shared_ptr< Index >	index () const

const Date &	fixingDate () const

Real	initialFixing () const

Real	multiplier () const

Visitability
void	accept (AcyclicVisitor &) override

Detailed Description

indexed cashflow

Constructor & Destructor Documentation

IndexWrappedCashFlow	(	const boost::shared_ptr< CashFlow > &	c,
		const Real	qty,
		const boost::shared_ptr< Index > &	index,
		const Date &	fixingDate
	)

pays c->amount() * qty * index(fixingDate)

IndexWrappedCashFlow	(	const boost::shared_ptr< CashFlow > &	c,
		const Real	qty,
		const Real	initialFixing
	)

pays c->amount() * qty * initialFixing