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QuantLib_YoYInflationCoupon
Langue: en
Version: 377857 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::YoYInflationCoupon -Coupon paying a YoY-inflation type index
SYNOPSIS
#include <ql/cashflows/yoyinflationcoupon.hpp>
Inherits QuantLib::InflationCoupon.
Inherited by CappedFlooredYoYInflationCoupon.
Public Member Functions
YoYInflationCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::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())
Inspectors
Real gearing () const
index gearing, i.e. multiplicative coefficient for the index
Spread spread () const
spread paid over the fixing of the underlying index
Rate adjustedFixing () const
const boost::shared_ptr< YoYInflationIndex > & yoyIndex () const
Visitability
virtual void accept (AcyclicVisitor &)
Protected Member Functions
bool checkPricerImpl (const boost::shared_ptr< InflationCouponPricer > &) const
makes sure you were given the correct type of pricer
Protected Attributes
Real gearing_
Spread spread_
Detailed Description
Coupon paying a YoY-inflation type index
Author
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Contenus ©2006-2024 Benjamin Poulain
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