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Public Member Functions | Protected Member Functions | Protected Attributes | Private Attributes

QuantLib::YoYInflationCoupon Class Reference

Coupon paying a YoY-inflation type index More...

#include <yoyinflationcoupon.hpp>

Inheritance diagram for QuantLib::YoYInflationCoupon:
Inheritance graph
Collaboration diagram for QuantLib::YoYInflationCoupon:
Collaboration graph

List of all members.

Public Member Functions

void notifyObservers ()
< InflationCouponPricer
pricer () const
void registerWith (const boost::shared_ptr< Observable > &)
void setPricer (const boost::shared_ptr< InflationCouponPricer > &)
void unregisterWith (const boost::shared_ptr< Observable > &)
 YoYInflationCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::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())
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
const boost::shared_ptr
< YoYInflationIndex > & 
yoyIndex () const
virtual void accept (AcyclicVisitor &)
CashFlow interface
Real amount () const
 returns the amount of the cash flow
Coupon interface
Real price (const Handle< YieldTermStructure > &discountingCurve) const
DayCounter dayCounter () const
 day counter for accrual calculation
Real accruedAmount (const Date &) const
 accrued amount at the given date
Rate rate () const
 accrued rate
const boost::shared_ptr
< InflationIndex > & 
index () const
 yoy inflation index
Period observationLag () const
 how the coupon observes the index
Natural fixingDays () const
 fixing days
virtual Date fixingDate () const
 fixing date
virtual Rate indexFixing () const
 fixing of the underlying index, as observed by the coupon
Observer interface
void update ()
Event interface
Date date () const
Real nominal () const
const DateaccrualStartDate () const
 start of the accrual period
const DateaccrualEndDate () const
 end of the accrual period
const DatereferencePeriodStart () const
 start date of the reference period
const DatereferencePeriodEnd () const
 end date of the reference period
Time accrualPeriod () const
 accrual period as fraction of year
BigInteger accrualDays () const
 accrual period in days
Time accruedPeriod (const Date &) const
 accrued period as fraction of year at the given date
BigInteger accruedDays (const Date &) const
 accrued days at the given date
Event interface
bool hasOccurred (const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const
 returns true if an event has already occurred before a date

Protected Member Functions

bool checkPricerImpl (const boost::shared_ptr< InflationCouponPricer > &) const
 makes sure you were given the correct type of pricer

Protected Attributes

Date accrualEndDate_
Date accrualStartDate_
DayCounter dayCounter_
Natural fixingDays_
Real gearing_
boost::shared_ptr< InflationIndexindex_
Real nominal_
Period observationLag_
Date paymentDate_
< InflationCouponPricer
Date refPeriodEnd_
Date refPeriodStart_
Spread spread_

Private Attributes

< YoYInflationIndex

Detailed Description

Coupon paying a YoY-inflation type index

Definition at line 35 of file yoyinflationcoupon.hpp.

The documentation for this class was generated from the following files:

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