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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<!-- doxytag: class="QuantLib::CPILeg" -->
<p>Helper class building a sequence of capped/floored CPI coupons.
<a href="class_quant_lib_1_1_c_p_i_leg.html#details">More...</a></p>
<p><code>#include <ql/cashflows/cpicoupon.hpp></code></p>
<p><a href="class_quant_lib_1_1_c_p_i_leg-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="afdebf2b09461c674e4840411fb00ee94"></a><!-- doxytag: member="QuantLib::CPILeg::CPILeg" ref="afdebf2b09461c674e4840411fb00ee94" args="(const Schedule &schedule, const boost::shared_ptr< ZeroInflationIndex > &index, const Real baseCPI, const Period &observationLag)" -->
 </td><td class="memItemRight" valign="bottom"><b>CPILeg</b> (const <a class="el" href="class_quant_lib_1_1_schedule.html">Schedule</a> &schedule, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html">ZeroInflationIndex</a> > &index, const <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)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1d033c53369011d9d247b1e212033291"></a><!-- doxytag: member="QuantLib::CPILeg::withNotionals" ref="a1d033c53369011d9d247b1e212033291" args="(Real notional)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withNotionals</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> notional)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa74d5851332e0be079c7e89111ce614d"></a><!-- doxytag: member="QuantLib::CPILeg::withNotionals" ref="aa74d5851332e0be079c7e89111ce614d" args="(const std::vector< Real > &notionals)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withNotionals</b> (const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &notionals)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abdaa18d76e2652658f4a158de41264c9"></a><!-- doxytag: member="QuantLib::CPILeg::withFixedRates" ref="abdaa18d76e2652658f4a158de41264c9" args="(Real fixedRate)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withFixedRates</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> fixedRate)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5c439973f2a0a05466177559594e95d6"></a><!-- doxytag: member="QuantLib::CPILeg::withFixedRates" ref="a5c439973f2a0a05466177559594e95d6" args="(const std::vector< Real > &fixedRates)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withFixedRates</b> (const std::vector< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &fixedRates)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2361eb41bba3b4f366fe53cd248e85e3"></a><!-- doxytag: member="QuantLib::CPILeg::withPaymentDayCounter" ref="a2361eb41bba3b4f366fe53cd248e85e3" args="(const DayCounter &)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPaymentDayCounter</b> (const <a class="el" href="class_quant_lib_1_1_day_counter.html">DayCounter</a> &)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac6ea5169a989427e6f60d59332efe9a3"></a><!-- doxytag: member="QuantLib::CPILeg::withPaymentAdjustment" ref="ac6ea5169a989427e6f60d59332efe9a3" args="(BusinessDayConvention)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withPaymentAdjustment</b> (<a class="el" href="group__datetime.html#gaff46c5ae9385d20709bedade86edd368">BusinessDayConvention</a>)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3a895c5e50e0f7594f6825c6a916f1d5"></a><!-- doxytag: member="QuantLib::CPILeg::withFixingDays" ref="a3a895c5e50e0f7594f6825c6a916f1d5" args="(Natural fixingDays)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withFixingDays</b> (<a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> fixingDays)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a649059106307a11cb118f120562456e3"></a><!-- doxytag: member="QuantLib::CPILeg::withFixingDays" ref="a649059106307a11cb118f120562456e3" args="(const std::vector< Natural > &fixingDays)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withFixingDays</b> (const std::vector< <a class="el" href="group__types.html#ga7e529c39c477ba1f5a22264d93e8457a">Natural</a> > &fixingDays)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a98934189fb90a8e1884d21066692f7bc"></a><!-- doxytag: member="QuantLib::CPILeg::withObservationInterpolation" ref="a98934189fb90a8e1884d21066692f7bc" args="(CPI::InterpolationType)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withObservationInterpolation</b> (CPI::InterpolationType)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af3c199bdab008e3c87b82d3e32a41dc6"></a><!-- doxytag: member="QuantLib::CPILeg::withSubtractInflationNominal" ref="af3c199bdab008e3c87b82d3e32a41dc6" args="(bool)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withSubtractInflationNominal</b> (bool)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a61624a303130014d7a136be6ea68ac17"></a><!-- doxytag: member="QuantLib::CPILeg::withSpreads" ref="a61624a303130014d7a136be6ea68ac17" args="(Spread spread)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withSpreads</b> (<a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> spread)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a31971e5cd50f5a6dc4cf113208638f34"></a><!-- doxytag: member="QuantLib::CPILeg::withSpreads" ref="a31971e5cd50f5a6dc4cf113208638f34" args="(const std::vector< Spread > &spreads)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withSpreads</b> (const std::vector< <a class="el" href="group__types.html#gae7427f4743503002b0c6eeeefae91a3d">Spread</a> > &spreads)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8e2373571d0558faa245654d4eaf81b6"></a><!-- doxytag: member="QuantLib::CPILeg::withCaps" ref="a8e2373571d0558faa245654d4eaf81b6" args="(Rate cap)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withCaps</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> cap)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a7594649104bc149550810cfd9bc78de1"></a><!-- doxytag: member="QuantLib::CPILeg::withCaps" ref="a7594649104bc149550810cfd9bc78de1" args="(const std::vector< Rate > &caps)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withCaps</b> (const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &caps)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a03c4d807a6168dd16f7428e8c31771c9"></a><!-- doxytag: member="QuantLib::CPILeg::withFloors" ref="a03c4d807a6168dd16f7428e8c31771c9" args="(Rate floor)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withFloors</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> floor)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a629e599fb0415e479a3c22e77e0855b7"></a><!-- doxytag: member="QuantLib::CPILeg::withFloors" ref="a629e599fb0415e479a3c22e77e0855b7" args="(const std::vector< Rate > &floors)" -->
<a class="el" href="class_quant_lib_1_1_c_p_i_leg.html">CPILeg</a> & </td><td class="memItemRight" valign="bottom"><b>withFloors</b> (const std::vector< <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> > &floors)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab90967eddf8d006442846cf44ea38756"></a><!-- doxytag: member="QuantLib::CPILeg::operator Leg" ref="ab90967eddf8d006442846cf44ea38756" args="() const " -->
 </td><td class="memItemRight" valign="bottom"><b>operator Leg</b> () const </td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Helper class building a sequence of capped/floored CPI coupons. </p>
<p>Also allowing for the inflated notional at the end... especially if there is only one date in the schedule. If a fixedRate is zero you get a <a class="el" href="class_quant_lib_1_1_fixed_rate_coupon.html" title="Coupon paying a fixed interest rate">FixedRateCoupon</a>, otherwise you get a ZeroInflationCoupon.</p>
<p>payoff is: spread + fixedRate x index </p>
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