CPICouponPricer Class Reference

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

Public Member Functions | Protected Member Functions | Protected Attributes
CPICouponPricer Class Reference

base pricer for capped/floored CPI coupons N.B. vol-dependent parts are a TODO More...

`#include <ql/cashflows/cpicouponpricer.hpp>`

Inheritance diagram for CPICouponPricer:
[legend]

List of all members.

## Public Member Functions
| CPICouponPricer (const Handle< CPIVolatilitySurface > &capletVol=Handle< CPIVolatilitySurface >())
virtual Handle < CPIVolatilitySurface > | capletVolatility () const
virtual void | setCapletVolatility (const Handle< CPIVolatilitySurface > &capletVol)
InflationCouponPricer interface
virtual Real | swapletPrice () const
virtual Rate | swapletRate () const
virtual Real | capletPrice (Rate effectiveCap) const
virtual Rate | capletRate (Rate effectiveCap) const
virtual Real | floorletPrice (Rate effectiveFloor) const
virtual Rate | floorletRate (Rate effectiveFloor) const
virtual void | initialize (const InflationCoupon &)
## Protected Member Functions
virtual Real | optionletPrice (Option::Type optionType, Real effStrike) const
| can replace this if really required
virtual Real | optionletPriceImp (Option::Type, Real strike, Real forward, Real stdDev) const
virtual Rate | adjustedFixing (Rate fixing=Null< Rate >()) const
## Protected Attributes
Handle< CPIVolatilitySurface > | capletVol_
| data
const CPICoupon * | coupon_
Real | gearing_
Spread | spread_
Real | discount_
Real | spreadLegValue_

## Detailed Description

base pricer for capped/floored CPI coupons N.B. vol-dependent parts are a TODO

Note:
  this pricer can already do swaplets but to get volatility-dependent coupons you need to implement the descendents.

## Member Function Documentation

virtual Real optionletPriceImp | ( | Option::Type | ,
|  | Real | strike,
|  | Real | forward,
|  | Real | stdDev
| ) |  | const`[protected, virtual]`

usually only need implement this (of course they may need to re-implement initialize too ...)