CappedFlooredCPICoupon Class Reference

Capped or floored CPI coupon. More...

#include <qle/cashflows/cpicoupon.hpp>

Inheritance diagram for CappedFlooredCPICoupon:

Public Member Functions
	CappedFlooredCPICoupon (const ext::shared_ptr< CPICoupon > &underlying, Date startDate=Date(), Rate cap=Null< Rate >(), Rate floor=Null< Rate >())
ext::shared_ptr< CPICoupon >	underlying () const
Observer interface
void	deepUpdate () override
Visitability
void	accept (AcyclicVisitor &v) override
Public Member Functions inherited from CPICoupon
	CPICoupon (Real baseCPI, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date(), bool subtractInflationNominal=false)
	CPICoupon (Real baseCPI, const Date &baseDate, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, const ext::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date(), bool subtractInflationNominal=false)
bool	subtractInflationNotional ()
void	performCalculations () const override

LazyObject interface
ext::shared_ptr< CPICoupon >	underlying_
ext::shared_ptr< CPICapFloor >	cpiCap_
ext::shared_ptr< CPICapFloor >	cpiFloor_
Date	startDate_
bool	isFloored_
bool	isCapped_
Rate	cap_
Rate	floor_
void	performCalculations () const override
bool	isCapped () const
bool	isFloored () const
virtual void	setCommon (Rate cap, Rate floor)

Additional Inherited Members
bool	subtractInflationNominal_
Real	adjustedRate_

Detailed Description

Capped or floored CPI coupon.

Extended QuantLib::CPICoupon