StrippedCappedFlooredCPICoupon Class Reference

Inheritance diagram for StrippedCappedFlooredCPICoupon:

Public Member Functions
	StrippedCappedFlooredCPICoupon (const ext::shared_ptr< CappedFlooredCPICoupon > &underlying)
Rate	rate () const override
	Coupon interface.
Rate	cap () const
Rate	floor () const
Rate	effectiveCap () const
Rate	effectiveFloor () const
void	update () override
	Observer interface.
virtual void	accept (AcyclicVisitor &) override
	Visitability.
const ext::shared_ptr< CappedFlooredCPICoupon >	underlying ()
	Underlying coupon.
bool	isCap () const
bool	isFloor () const
bool	isCollar () const
Public Member Functions inherited from CPICoupon
	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)
bool	subtractInflationNotional ()

Protected Attributes
ext::shared_ptr< CappedFlooredCPICoupon >	underlying_
Protected Attributes inherited from CPICoupon
bool	subtractInflationNominal_