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QuantLib_IndexedCashFlow
Langue: en
Version: 382862 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::IndexedCashFlow -Cash flow dependent on an index ratio.
SYNOPSIS
#include <ql/cashflows/indexedcashflow.hpp>
Inherits QuantLib::CashFlow, and QuantLib::Observer.
Public Member Functions
IndexedCashFlow (Real notional, const boost::shared_ptr< Index > &index, const Date &baseDate, const Date &fixingDate, const Date &paymentDate, bool growthOnly=false)
virtual Real notional () const
virtual Date baseDate () const
virtual Date fixingDate () const
virtual boost::shared_ptr< Index > index () const
virtual bool growthOnly () const
Event interface
Date date () const
CashFlow interface
Real amount () const
Visitability
virtual void accept (AcyclicVisitor &)
Observer interface
void update ()
Detailed Description
Cash flow dependent on an index ratio.
This cash flow is not a coupon, i.e., there's no accrual. The amount is either i(T)/i(0) or i(T)/i(0) - 1, depending on the growthOnly parameter.
We expect this to be used inside an instrument that does all the date adjustment etc., so this takes just dates and does not change them. growthOnly = false means i(T)/i(0), which is a bond-type setting. growthOnly = true means i(T)/i(0) - 1, which is a swap-type setting.
Member Function Documentation
void update () [virtual]This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
Implements Observer.
Author
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