IndexWrappedCashFlow Class Reference

indexed cashflow More...

#include <qle/cashflows/indexedcoupon.hpp>

Inheritance diagram for IndexWrappedCashFlow:

Public Member Functions
	IndexWrappedCashFlow (const QuantLib::ext::shared_ptr< CashFlow > &c, const Real qty, const QuantLib::ext::shared_ptr< Index > &index, const Date &fixingDate)
	IndexWrappedCashFlow (const QuantLib::ext::shared_ptr< CashFlow > &c, const Real qty, const Real initialFixing)
Observer interface
void	update () override
Cashflow interface
Date	date () const override
Real	amount () const override
Inspectors
QuantLib::ext::shared_ptr< CashFlow >	underlying () const
Real	quantity () const
QuantLib::ext::shared_ptr< Index >	index () const
const Date &	fixingDate () const
Real	initialFixing () const
Real	multiplier () const

Visitability
void	accept (AcyclicVisitor &) override

Detailed Description

indexed cashflow

Constructor & Destructor Documentation

IndexWrappedCashFlow() [1/2]

IndexWrappedCashFlow	(	const QuantLib::ext::shared_ptr< CashFlow > &	c,
		const Real	qty,
		const QuantLib::ext::shared_ptr< Index > &	index,
		const Date &	fixingDate )

pays c->amount() * qty * index(fixingDate)

IndexWrappedCashFlow() [2/2]

IndexWrappedCashFlow	(	const QuantLib::ext::shared_ptr< CashFlow > &	c,
		const Real	qty,
		const Real	initialFixing )

pays c->amount() * qty * initialFixing