Reference manual - version qle_version
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 |
Coupon paying a YoY-inflation type index
