- QuantLib
- YoYInflationCoupon
Coupon paying a YoY-inflation type index More...
#include <ql/cashflows/yoyinflationcoupon.hpp>

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_ |
Coupon paying a YoY-inflation type index