- QuantLib
- CPIBond
 
#include <ql/instruments/bonds/cpibond.hpp>

| Public Member Functions | |
| CPIBond (Natural settlementDays, Real faceAmount, bool growthOnly, Real baseCPI, const Period &observationLag, const boost::shared_ptr< ZeroInflationIndex > &cpiIndex, CPI::InterpolationType observationInterpolation, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=ModifiedFollowing, const Date &issueDate=Date()) | |
| Frequency | frequency () const | 
| const DayCounter & | dayCounter () const | 
| bool | growthOnly () const | 
| Real | baseCPI () const | 
| Period | observationLag () const | 
| const boost::shared_ptr < ZeroInflationIndex > & | cpiIndex () const | 
| CPI::InterpolationType | observationInterpolation () const | 
| Protected Attributes | |
| Frequency | frequency_ | 
| DayCounter | dayCounter_ | 
| bool | growthOnly_ | 
| Real | baseCPI_ | 
| Period | observationLag_ | 
| boost::shared_ptr < ZeroInflationIndex > | cpiIndex_ | 
| CPI::InterpolationType | observationInterpolation_ | 
cpi bond; if there is only one date in the schedule it is a zero bond returning an inflated notional.