NonStandardYoYInflationCoupon Class Reference

Coupon paying a YoY-inflation type index More...

#include <qle/cashflows/nonstandardyoyinflationcoupon.hpp>

Inheritance diagram for NonStandardYoYInflationCoupon:

Public Member Functions
	NonStandardYoYInflationCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), bool addInflationNotional=false, QuantLib::CPI::InterpolationType interpolation=QuantLib::CPI::InterpolationType::Flat)
Inspectors
Real	gearing () const
	index gearing, i.e. multiplicative coefficient for the index
Spread	spread () const
	spread paid over the fixing of the underlying index
Rate	adjustedFixing () const

Visitability
Date	fixingDateNumerator_
Date	fixingDateDenumerator_
Real	gearing_
Spread	spread_
bool	addInflationNotional_
QuantLib::CPI::InterpolationType	interpolationType_
virtual void	accept (AcyclicVisitor &) override
virtual Date	fixingDateNumerator () const
virtual Date	fixingDateDenumerator () const
virtual ext::shared_ptr< ZeroInflationIndex >	cpiIndex () const
virtual Rate	indexFixing () const override
virtual Date	fixingDate () const override
virtual Rate	rate () const override
bool	addInflationNotional () const
bool	isInterpolated () const
QuantLib::CPI::InterpolationType	interpolationType () const
bool	checkPricerImpl (const ext::shared_ptr< InflationCouponPricer > &) const override

Detailed Description

Coupon paying a YoY-inflation type index