Coupon paying a YoY-inflation type index More...
#include <ql/cashflows/yoyinflationcoupon.hpp>
 Inheritance diagram for YoYInflationCoupon:
 Inheritance diagram for YoYInflationCoupon:| 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 &) | 
|  Public Member Functions inherited from InflationCoupon | |
| InflationCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< InflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | |
| void | setPricer (const boost::shared_ptr< InflationCouponPricer > &) | 
| boost::shared_ptr< InflationCouponPricer > | pricer () const | 
| Real | amount () const | 
| returns the amount of the cash flow  More... | |
| Real | price (const Handle< YieldTermStructure > &discountingCurve) const | 
| DayCounter | dayCounter () const | 
| day counter for accrual calculation | |
| Real | accruedAmount (const Date &) const | 
| accrued amount at the given date | |
| Rate | rate () const | 
| accrued rate | |
| const boost::shared_ptr< InflationIndex > & | index () const | 
| yoy inflation index | |
| Period | observationLag () const | 
| how the coupon observes the index | |
| Natural | fixingDays () const | 
| fixing days | |
| virtual Date | fixingDate () const | 
| fixing date | |
| virtual Rate | indexFixing () const | 
| fixing of the underlying index, as observed by the coupon | |
| void | update () | 
|  Public Member Functions inherited from Coupon | |
| Coupon (const Date &paymentDate, Real nominal, const Date &accrualStartDate, const Date &accrualEndDate, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date(), const Date &exCouponDate=Date()) | |
| Date | date () const | 
| Date | exCouponDate () const | 
| returns the date that the cash flow trades exCoupon | |
| virtual Real | nominal () const | 
| const Date & | accrualStartDate () const | 
| start of the accrual period | |
| const Date & | accrualEndDate () const | 
| end of the accrual period | |
| const Date & | referencePeriodStart () const | 
| start date of the reference period | |
| const Date & | referencePeriodEnd () const | 
| end date of the reference period | |
| Time | accrualPeriod () const | 
| accrual period as fraction of year | |
| Date::serial_type | accrualDays () const | 
| accrual period in days | |
| Time | accruedPeriod (const Date &) const | 
| accrued period as fraction of year at the given date | |
| Date::serial_type | accruedDays (const Date &) const | 
| accrued days at the given date | |
|  Public Member Functions inherited from CashFlow | |
| bool | hasOccurred (const Date &refDate=Date(), boost::optional< bool > includeRefDate=boost::none) const | 
| returns true if an event has already occurred before a date  More... | |
| bool | tradingExCoupon (const Date &refDate=Date()) const | 
| returns true if the cashflow is trading ex-coupon on the refDate | |
| Event interface | |
| Visitability | |
|  Public Member Functions inherited from Observable | |
| Observable (const Observable &) | |
| Observable & | operator= (const Observable &) | 
| void | notifyObservers () | 
|  Public Member Functions inherited from Observer | |
| Observer (const Observer &) | |
| Observer & | operator= (const Observer &) | 
| std::pair< iterator, bool > | registerWith (const boost::shared_ptr< Observable > &) | 
| void | registerWithObservables (const boost::shared_ptr< Observer > &) | 
| Size | unregisterWith (const boost::shared_ptr< Observable > &) | 
| void | unregisterWithAll () | 
| virtual void | deepUpdate () | 
| 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_ | 
|  Protected Attributes inherited from InflationCoupon | |
| boost::shared_ptr< InflationCouponPricer > | pricer_ | 
| boost::shared_ptr< InflationIndex > | index_ | 
| Period | observationLag_ | 
| DayCounter | dayCounter_ | 
| Natural | fixingDays_ | 
|  Protected Attributes inherited from Coupon | |
| Date | paymentDate_ | 
| Real | nominal_ | 
| Date | accrualStartDate_ | 
| Date | accrualEndDate_ | 
| Date | refPeriodStart_ | 
| Date | refPeriodEnd_ | 
| Date | exCouponDate_ | 
| Real | accrualPeriod_ | 
| Additional Inherited Members | |
|  Public Types inherited from Observer | |
| typedef std::set< boost::shared_ptr< Observable > > | set_type | 
| typedef set_type::iterator | iterator | 
Coupon paying a YoY-inflation type index