YoYInflationCoupon Class Reference

#include <qle/cashflows/yoyinflationcoupon.hpp>

Inheritance diagram for YoYInflationCoupon:

Public Member Functions
	YoYInflationCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::shared_ptr< YoYInflationIndex > &index, const Period &observationLag, CPI::InterpolationType interpolation, const DayCounter &dayCounter, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), bool addInflationNotional=false)
	YoYInflationCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const ext::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(), bool addInflationNotional=false)
Rate	rate () const override

Visitability
virtual void	accept (AcyclicVisitor &) override

Detailed Description

Extend the QuantLib YoYInflationCoupon, now the payoff is based on growth only (default behaviour) (I_t / I_{t-1} - 1) or I_t / I_{t-1}

Constructor & Destructor Documentation

YoYInflationCoupon()

YoYInflationCoupon	(	const Date &	paymentDate,
		Real	nominal,
		const Date &	startDate,
		const Date &	endDate,
		Natural	fixingDays,
		const ext::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(),
		bool	addInflationNotional = false )

Deprecated

Use the overload that passes an interpolation type instead. Deprecated in version 1.36.

Member Function Documentation

accept()

virtual void accept ( AcyclicVisitor & )

overridevirtual

Reimplemented in StrippedCappedFlooredYoYInflationCoupon.