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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