CPIBond Class Reference

### A free/open-source library for quantitative finance

Public Member Functions | Protected Attributes
CPIBond Class Reference
Financial instruments

`#include <ql/instruments/bonds/cpibond.hpp>`

Inheritance diagram for CPIBond:
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List of all members.

## Public Member Functions
| CPIBond (Natural settlementDays, Real faceAmount, bool growthOnly, Real baseCPI, const Period &observationLag, const boost::shared_ptr< ZeroInflationIndex > &cpiIndex, CPI::InterpolationType observationInterpolation, const Schedule &schedule, const std::vector< Rate > &coupons, const DayCounter &accrualDayCounter, BusinessDayConvention paymentConvention=ModifiedFollowing, const Date &issueDate=Date())
Frequency | frequency () const
const DayCounter & | dayCounter () const
bool | growthOnly () const
Real | baseCPI () const
Period | observationLag () const
const boost::shared_ptr < ZeroInflationIndex > & | cpiIndex () const
CPI::InterpolationType | observationInterpolation () const
## Protected Attributes
Frequency | frequency_
DayCounter | dayCounter_
bool | growthOnly_
Real | baseCPI_
Period | observationLag_
boost::shared_ptr < ZeroInflationIndex > | cpiIndex_
CPI::InterpolationType | observationInterpolation_

## Detailed Description

cpi bond; if there is only one date in the schedule it is a zero bond returning an inflated notional.