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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2009 Chris Kenyon

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file floatingratecoupon.hpp
 \brief Coupon paying a variable index-based rate

#ifndef quantlib_inflation_coupon_hpp
#define quantlib_inflation_coupon_hpp

#include <ql/cashflows/coupon.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/handle.hpp>

namespace QuantLib {

    class InflationIndex;
    class YieldTermStructure;
    class InflationCouponPricer;

    //! Base inflation-coupon class
    /*! The day counter is usually obtained from the inflation term
        structure that the inflation index uses for forecasting.
        There is no gearing or spread because these are relevant for
        YoY coupons but not zero inflation coupons.

        \note inflation indices do not contain day counters or calendars.
00045     class InflationCoupon : public Coupon,
                            public Observer {
        InflationCoupon(const Date& paymentDate,
                        Real nominal,
                        const Date& startDate,
                        const Date& endDate,
                        Natural fixingDays,
                        const boost::shared_ptr<InflationIndex>& index,
                        const Period& observationLag,
                        const DayCounter& dayCounter,
                        const Date& refPeriodStart = Date(),
                        const Date& refPeriodEnd = Date()

        //! \name CashFlow interface
00062         Real amount() const { return rate() * accrualPeriod() * nominal(); }

        //! \name Coupon interface
        Real price(const Handle<YieldTermStructure>& discountingCurve) const;
00068         DayCounter dayCounter() const { return dayCounter_; }
        Real accruedAmount(const Date&) const;
        Rate rate() const;

        //! \name Inspectors
        //! yoy inflation index
00076         const boost::shared_ptr<InflationIndex>& index() const { return index_; }
        //! how the coupon observes the index
00078         Period observationLag() const { return observationLag_; }
        //! fixing days
00080         Natural fixingDays() const { return fixingDays_; }
        //! fixing date
        virtual Date fixingDate() const;
        //! fixing of the underlying index, as observed by the coupon
        virtual Rate indexFixing() const;

        //! \name Observer interface
00089         void update() { notifyObservers(); }

        //! \name Visitability
        virtual void accept(AcyclicVisitor&);
        void setPricer(const boost::shared_ptr<InflationCouponPricer>&);
        boost::shared_ptr<InflationCouponPricer> pricer() const;

        boost::shared_ptr<InflationCouponPricer> pricer_;
        boost::shared_ptr<InflationIndex> index_;
        Period observationLag_;
        DayCounter dayCounter_;
        Natural fixingDays_;

        //! makes sure you were given the correct type of pricer
        // this can also done in external pricer setter classes via
        // accept/visit mechanism
        virtual bool checkPricerImpl(const
            boost::shared_ptr<InflationCouponPricer>&) const = 0;

    // inline definitions

    inline void InflationCoupon::accept(AcyclicVisitor& v) {
        Visitor<InflationCoupon>* v1 =
        if (v1 != 0)

    inline boost::shared_ptr<InflationCouponPricer>
    InflationCoupon::pricer() const {
        return pricer_;



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