- QuantLib
- CPICashFlow
 
Cash flow paying the performance of a CPI (zero inflation) index. More...
#include <ql/cashflows/cpicoupon.hpp>

| Public Member Functions | |
| CPICashFlow (Real notional, const boost::shared_ptr< ZeroInflationIndex > &index, const Date &baseDate, Real baseFixing, const Date &fixingDate, const Date &paymentDate, bool growthOnly=false, CPI::InterpolationType interpolation=CPI::AsIndex, const Frequency &frequency=QuantLib::NoFrequency) | |
| virtual Real | baseFixing () const | 
| value used on base date | |
| virtual Date | baseDate () const | 
| you may not have a valid date | |
| virtual CPI::InterpolationType | interpolation () const | 
| do you want linear/constant/as-index interpolation of future data? | |
| virtual Frequency | frequency () const | 
| virtual Real | amount () const | 
| redefined to use baseFixing() and interpolation | |
| Protected Attributes | |
| Real | baseFixing_ | 
| CPI::InterpolationType | interpolation_ | 
| Frequency | frequency_ | 
Cash flow paying the performance of a CPI (zero inflation) index.
It is NOT a coupon, i.e. no accruals.
| virtual Real baseFixing | ( | ) | const  [virtual] | 
value used on base date
This does not have to agree with index on that date.