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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a href="#pub-methods">Public Member Functions</a> |
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<!-- doxytag: class="QuantLib::CPIBond" --><!-- doxytag: inherits="QuantLib::Bond" -->
<p><code>#include <ql/instruments/bonds/cpibond.hpp></code></p>
<div class="dynheader">
Inheritance diagram for CPIBond:</div>
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<div class="center"><img src="class_quant_lib_1_1_c_p_i_bond__inherit__graph.png" border="0" usemap="#_c_p_i_bond_inherit__map" alt="Inheritance graph"/></div>
<map name="_c_p_i_bond_inherit__map" id="_c_p_i_bond_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_bond.html" title="Base bond class." alt="" coords="16,6,67,37"/></map>
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<p><a href="class_quant_lib_1_1_c_p_i_bond-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a971a48a78fc9727bc1fc59e7db761b01"></a><!-- doxytag: member="QuantLib::CPIBond::CPIBond" ref="a971a48a78fc9727bc1fc59e7db761b01" args="(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())" -->
 </td><td class="memItemRight" valign="bottom"><b>CPIBond</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> settlementDays, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> faceAmount, bool growthOnly, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> baseCPI, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &observationLag, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html">ZeroInflationIndex</a> > &cpiIndex, CPI::InterpolationType observationInterpolation, const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &schedule, const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &coupons, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &accrualDayCounter, <a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a> paymentConvention=ModifiedFollowing, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &issueDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a70fafd3d3f212d824101e977784dbcf5"></a><!-- doxytag: member="QuantLib::CPIBond::frequency" ref="a70fafd3d3f212d824101e977784dbcf5" args="() const " -->
<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a677cd8177f9f43a90321e2a7cea44b00"></a><!-- doxytag: member="QuantLib::CPIBond::dayCounter" ref="a677cd8177f9f43a90321e2a7cea44b00" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> & </td><td class="memItemRight" valign="bottom"><b>dayCounter</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a593968aba50fe789c76213ca9a649925"></a><!-- doxytag: member="QuantLib::CPIBond::growthOnly" ref="a593968aba50fe789c76213ca9a649925" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>growthOnly</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae3688411e63b836688fe6d77f87549be"></a><!-- doxytag: member="QuantLib::CPIBond::baseCPI" ref="ae3688411e63b836688fe6d77f87549be" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>baseCPI</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a44d0249f5e6de07f14d8b0255d499a38"></a><!-- doxytag: member="QuantLib::CPIBond::observationLag" ref="a44d0249f5e6de07f14d8b0255d499a38" args="() const " -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>observationLag</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a458886847c0705af65f1be8ba883a51c"></a><!-- doxytag: member="QuantLib::CPIBond::cpiIndex" ref="a458886847c0705af65f1be8ba883a51c" args="() const " -->
const boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html">ZeroInflationIndex</a> > & </td><td class="memItemRight" valign="bottom"><b>cpiIndex</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62db405966d340dced7d2c24418e43d3"></a><!-- doxytag: member="QuantLib::CPIBond::observationInterpolation" ref="a62db405966d340dced7d2c24418e43d3" args="() const " -->
CPI::InterpolationType </td><td class="memItemRight" valign="bottom"><b>observationInterpolation</b> () const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae358763dc753768bb42e898365204a9a"></a><!-- doxytag: member="QuantLib::CPIBond::frequency_" ref="ae358763dc753768bb42e898365204a9a" args="" -->
<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a76c6c2d60ef1370e20bdf40a0e0ca642"></a><!-- doxytag: member="QuantLib::CPIBond::dayCounter_" ref="a76c6c2d60ef1370e20bdf40a0e0ca642" args="" -->
<a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> </td><td class="memItemRight" valign="bottom"><b>dayCounter_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="adc460eee16e23c544191ba2a3997c078"></a><!-- doxytag: member="QuantLib::CPIBond::growthOnly_" ref="adc460eee16e23c544191ba2a3997c078" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>growthOnly_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abe43b8a81a0545ff4254dde4f2a8270e"></a><!-- doxytag: member="QuantLib::CPIBond::baseCPI_" ref="abe43b8a81a0545ff4254dde4f2a8270e" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>baseCPI_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2f0b22e1c17db6dd8f558f4dfc8dfff6"></a><!-- doxytag: member="QuantLib::CPIBond::observationLag_" ref="a2f0b22e1c17db6dd8f558f4dfc8dfff6" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>observationLag_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a31ecb92447b9f6427ae087b6abdbf547"></a><!-- doxytag: member="QuantLib::CPIBond::cpiIndex_" ref="a31ecb92447b9f6427ae087b6abdbf547" args="" -->
boost::shared_ptr<br class="typebreak"/>
< <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html">ZeroInflationIndex</a> > </td><td class="memItemRight" valign="bottom"><b>cpiIndex_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab9868f55e165fea77c2a710d346fb713"></a><!-- doxytag: member="QuantLib::CPIBond::observationInterpolation_" ref="ab9868f55e165fea77c2a710d346fb713" args="" -->
CPI::InterpolationType </td><td class="memItemRight" valign="bottom"><b>observationInterpolation_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>cpi bond; if there is only one date in the schedule it is a zero bond returning an inflated notional. </p>
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