InflationCoupon Class Reference

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

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

Base inflation-coupon class. More...

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

Inheritance diagram for InflationCoupon:
[legend]

List of all members.

## Public Member Functions
| 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())
void | setPricer (const boost::shared_ptr< InflationCouponPricer > &)
boost::shared_ptr < InflationCouponPricer > | pricer () const
CashFlow interface
Real | amount () const
| returns the amount of the cash flow
Coupon interface
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
Inspectors
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
Observer interface
void | update ()
Visitability
virtual void | accept (AcyclicVisitor &)
## Protected Member Functions
virtual bool | checkPricerImpl (const boost::shared_ptr< InflationCouponPricer > &) const =0
| makes sure you were given the correct type of pricer
## Protected Attributes
boost::shared_ptr < InflationCouponPricer > | pricer_
boost::shared_ptr< InflationIndex > | index_
Period | observationLag_
DayCounter | dayCounter_
Natural | fixingDays_

## Detailed Description

Base inflation-coupon class.

The day counter is usually obtained from the inflation term structure that the inflation index uses for forecasting. There is no gearing or spread because these are relevant for YoY coupons but not zero inflation coupons.

Note:
  inflation indices do not contain day counters or calendars.

## Member Function Documentation

Real amount | ( |  | ) | const`[virtual]`

returns the amount of the cash flow

Note:
  The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.

Implements CashFlow.

void update | ( |  | ) | `[virtual]`

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Implements Observer.

Reimplemented in CappedFlooredYoYInflationCoupon.