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<!-- doxytag: class="QuantLib::CPICoupon" --><!-- doxytag: inherits="QuantLib::InflationCoupon" -->
<p>Coupon paying the performance of a CPI (zero inflation) index
<a href="class_quant_lib_1_1_c_p_i_coupon.html#details">More...</a></p>
<p><code>#include <ql/cashflows/cpicoupon.hpp></code></p>
<div class="dynheader">
Inheritance diagram for CPICoupon:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_c_p_i_coupon__inherit__graph.png" border="0" usemap="#_c_p_i_coupon_inherit__map" alt="Inheritance graph"/></div>
<map name="_c_p_i_coupon_inherit__map" id="_c_p_i_coupon_inherit__map">
<area shape="rect" id="node2" href="class_quant_lib_1_1_inflation_coupon.html" title="Base inflation-coupon class." alt="" coords="5,6,115,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_c_p_i_coupon-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="a2912608d42f1189af67009e7840a3bd5"></a><!-- doxytag: member="QuantLib::CPICoupon::CPICoupon" ref="a2912608d42f1189af67009e7840a3bd5" args="(Real baseCPI, const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< ZeroInflationIndex > &index, const Period &observationLag, CPI::InterpolationType observationInterpolation, const DayCounter &dayCounter, Real fixedRate, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())" -->
 </td><td class="memItemRight" valign="bottom"><b>CPICoupon</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a7076f32553ee48e0680b92904cf7cecd">baseCPI</a>, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &paymentDate, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> nominal, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &startDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &endDate, <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> <a class="el" href="class_quant_lib_1_1_inflation_coupon.html#a525a1bb58e63aa211a97c570b1aafc72">fixingDays</a>, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html">ZeroInflationIndex</a> > &<a class="el" href="class_quant_lib_1_1_inflation_coupon.html#ab678aceb88e36713929969ea64794ad1">index</a>, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &<a class="el" href="class_quant_lib_1_1_inflation_coupon.html#a44d0249f5e6de07f14d8b0255d499a38">observationLag</a>, CPI::InterpolationType <a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a62db405966d340dced7d2c24418e43d3">observationInterpolation</a>, const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &<a class="el" href="class_quant_lib_1_1_inflation_coupon.html#ac147d63df367bbe5282b76b1f98cb9be">dayCounter</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a73f485121a325bf2585dc27479916da8">fixedRate</a>, <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> <a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a9180ec724c28efa1fac9bfe986bde5e8">spread</a>=0.0, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refPeriodStart=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refPeriodEnd=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>())</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a73f485121a325bf2585dc27479916da8"></a><!-- doxytag: member="QuantLib::CPICoupon::fixedRate" ref="a73f485121a325bf2585dc27479916da8" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a73f485121a325bf2585dc27479916da8">fixedRate</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">fixed rate that will be inflated by the index ratio <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9180ec724c28efa1fac9bfe986bde5e8"></a><!-- doxytag: member="QuantLib::CPICoupon::spread" ref="a9180ec724c28efa1fac9bfe986bde5e8" args="() const " -->
<a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a9180ec724c28efa1fac9bfe986bde5e8">spread</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">spread paid over the fixing of the underlying index <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3fc865a7893694a17491eca24f7df3a0"></a><!-- doxytag: member="QuantLib::CPICoupon::adjustedFixing" ref="a3fc865a7893694a17491eca24f7df3a0" args="() const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a3fc865a7893694a17491eca24f7df3a0">adjustedFixing</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">adjusted fixing (already divided by the base fixing) <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a23cbd01fcfcd4d0077f26fca43fb9b41"></a><!-- doxytag: member="QuantLib::CPICoupon::indexFixing" ref="a23cbd01fcfcd4d0077f26fca43fb9b41" args="() const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a23cbd01fcfcd4d0077f26fca43fb9b41">indexFixing</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">allows for a different interpolation from the index <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a7076f32553ee48e0680b92904cf7cecd">baseCPI</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">base value for the CPI index <a href="#a7076f32553ee48e0680b92904cf7cecd"></a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a62db405966d340dced7d2c24418e43d3"></a><!-- doxytag: member="QuantLib::CPICoupon::observationInterpolation" ref="a62db405966d340dced7d2c24418e43d3" args="() const " -->
CPI::InterpolationType </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a62db405966d340dced7d2c24418e43d3">observationInterpolation</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">how do you observe the index? as-is, flat, linear? <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5da913aeed0edf77297364893db12269"></a><!-- doxytag: member="QuantLib::CPICoupon::indexObservation" ref="a5da913aeed0edf77297364893db12269" args="(const Date &onDate) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a5da913aeed0edf77297364893db12269">indexObservation</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &onDate) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">utility method, calls indexFixing <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7d55ac3f4ee40d96136b8aab08ea81bd"></a><!-- doxytag: member="QuantLib::CPICoupon::cpiIndex" ref="a7d55ac3f4ee40d96136b8aab08ea81bd" args="() 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"><a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a7d55ac3f4ee40d96136b8aab08ea81bd">cpiIndex</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">index used <br/></td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a896099363a2a409d2485c3ce9e4e4265"></a><!-- doxytag: member="QuantLib::CPICoupon::accept" ref="a896099363a2a409d2485c3ce9e4e4265" args="(AcyclicVisitor &)" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>accept</b> (<a class="el" href="class_quant_lib_1_1_acyclic_visitor.html">AcyclicVisitor</a> &)</td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a947620f9e884e010e17fc31dc1f2cef2"></a><!-- doxytag: member="QuantLib::CPICoupon::checkPricerImpl" ref="a947620f9e884e010e17fc31dc1f2cef2" args="(const boost::shared_ptr< InflationCouponPricer > &) const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a947620f9e884e010e17fc31dc1f2cef2">checkPricerImpl</a> (const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_inflation_coupon_pricer.html">InflationCouponPricer</a> > &) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">makes sure you were given the correct type of pricer <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2f486fb9074cbd62096628d79b804b04"></a><!-- doxytag: member="QuantLib::CPICoupon::indexFixing" ref="a2f486fb9074cbd62096628d79b804b04" args="(const Date &) const " -->
<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>indexFixing</b> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &) 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="abe43b8a81a0545ff4254dde4f2a8270e"></a><!-- doxytag: member="QuantLib::CPICoupon::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="a7e51ec575e6fdb1bcd83011ac371ec45"></a><!-- doxytag: member="QuantLib::CPICoupon::fixedRate_" ref="a7e51ec575e6fdb1bcd83011ac371ec45" args="" -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>fixedRate_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa6db15cb8f4db71dbdd282eb1a4a9bcd"></a><!-- doxytag: member="QuantLib::CPICoupon::spread_" ref="aa6db15cb8f4db71dbdd282eb1a4a9bcd" args="" -->
<a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> </td><td class="memItemRight" valign="bottom"><b>spread_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab9868f55e165fea77c2a710d346fb713"></a><!-- doxytag: member="QuantLib::CPICoupon::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>Coupon paying the performance of a CPI (zero inflation) index </p>
<p>The performance is relative to the index value on the base date.</p>
<p>The other inflation value is taken from the refPeriodEnd date with observation lag, so any roll/calendar etc. will be built in by the caller. By default this is done in the <a class="el" href="class_quant_lib_1_1_inflation_coupon.html" title="Base inflation-coupon class.">InflationCoupon</a> which uses ModifiedPreceding with fixing days assumed positive meaning earlier, i.e. always stay in same month (relative to referencePeriodEnd).</p>
<p>This is more sophisticated than an IndexedCashFlow because it does date calculations itself.</p>
<dl class="todo"><dt><b><a class="el" href="todo.html#_todo000002">Possible enhancements:</a></b></dt><dd>we do not do any convexity adjustment for lags different to the natural ZCIIS lag that was used to create the forward inflation curve. </dd></dl>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a7076f32553ee48e0680b92904cf7cecd"></a><!-- doxytag: member="QuantLib::CPICoupon::baseCPI" ref="a7076f32553ee48e0680b92904cf7cecd" args="() const " -->
<div class="memitem">
<div class="memproto">
<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_c_p_i_coupon.html#a7076f32553ee48e0680b92904cf7cecd">baseCPI</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
</tr>
</table>
</div>
<div class="memdoc">
<p>base value for the CPI index </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000003">Warning:</a></b></dt><dd>make sure that the interpolation used to create this is what you are using for the fixing, i.e. the observationInterpolation. </dd></dl>
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