#include <qle/cashflows/yoyinflationcoupon.hpp>
Public Member Functions | |
YoYInflationCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< YoYInflationIndex > &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) | |
Rate | rate () const override |
Visitability | |
virtual void | accept (AcyclicVisitor &) override |
Extend the QuantLib YoYInflationCoupon, now the payoff is based on growth only (default behaviour) (I_t / I_{t-1} - 1) or I_t / I_{t-1}