CPIBond Class Reference

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

Inheritance diagram for CPIBond:

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 DayCounterdayCounter () 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.