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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<!-- doxytag: class="QuantLib::IndexedCashFlow" --><!-- doxytag: inherits="QuantLib::CashFlow,QuantLib::Observer" -->
<p>Cash flow dependent on an index ratio.
<a href="class_quant_lib_1_1_indexed_cash_flow.html#details">More...</a></p>
<p><code>#include <ql/cashflows/indexedcashflow.hpp></code></p>
<div class="dynheader">
Inheritance diagram for IndexedCashFlow:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_indexed_cash_flow__inherit__graph.png" border="0" usemap="#_indexed_cash_flow_inherit__map" alt="Inheritance graph"/></div>
<map name="_indexed_cash_flow_inherit__map" id="_indexed_cash_flow_inherit__map">
<area shape="rect" id="node7" href="class_quant_lib_1_1_c_p_i_cash_flow.html" title="Cash flow paying the performance of a CPI (zero inflation) index." alt="" coords="44,166,143,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_cash_flow.html" title="Base class for cash flows." alt="" coords="5,6,83,37"/><area shape="rect" id="node4" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="107,6,181,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_indexed_cash_flow-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="a26470d10d6c897a714ed1ae0ded3e446"></a><!-- doxytag: member="QuantLib::IndexedCashFlow::IndexedCashFlow" ref="a26470d10d6c897a714ed1ae0ded3e446" args="(Real notional, const boost::shared_ptr< Index > &index, const Date &baseDate, const Date &fixingDate, const Date &paymentDate, bool growthOnly=false)" -->
 </td><td class="memItemRight" valign="bottom"><b>IndexedCashFlow</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> notional, const boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_index.html">Index</a> > &index, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &baseDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &paymentDate, bool growthOnly=false)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6094d632a1b1613bef8c06c318be2069"></a><!-- doxytag: member="QuantLib::IndexedCashFlow::notional" ref="a6094d632a1b1613bef8c06c318be2069" args="() const " -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>notional</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a89ce98e9bb2a22127b03621ee6149660"></a><!-- doxytag: member="QuantLib::IndexedCashFlow::baseDate" ref="a89ce98e9bb2a22127b03621ee6149660" args="() const " -->
virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>baseDate</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac1b6485ac61fa2e97bdfc38fe97044ff"></a><!-- doxytag: member="QuantLib::IndexedCashFlow::fixingDate" ref="ac1b6485ac61fa2e97bdfc38fe97044ff" args="() const " -->
virtual <a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>fixingDate</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0fa8bc0607c4e33977636c583cf6d1f0"></a><!-- doxytag: member="QuantLib::IndexedCashFlow::index" ref="a0fa8bc0607c4e33977636c583cf6d1f0" args="() const " -->
virtual boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_index.html">Index</a> > </td><td class="memItemRight" valign="bottom"><b>index</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a18f08572e22caceb5550f518da51dd65"></a><!-- doxytag: member="QuantLib::IndexedCashFlow::growthOnly" ref="a18f08572e22caceb5550f518da51dd65" args="() const " -->
virtual bool </td><td class="memItemRight" valign="bottom"><b>growthOnly</b> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">Event interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_indexed_cash_flow.html#a10f7d7687d98bfb4979aaa4c86c86a54">date</a> () const </td></tr>
<tr><td colspan="2"><div class="groupHeader">CashFlow interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><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_indexed_cash_flow.html#a1d4d65b7a73a47647d5355ba4372948e">amount</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns the amount of the cash flow <a href="#a1d4d65b7a73a47647d5355ba4372948e"></a><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="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a><!-- doxytag: member="QuantLib::IndexedCashFlow::accept" ref="a1d7eaf2f5dccce1c7781b54d64ba4a07" 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"><div class="groupHeader">Observer interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_indexed_cash_flow.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Cash flow dependent on an index ratio. </p>
<p>This cash flow is not a coupon, i.e., there's no accrual. The amount is either i(T)/i(0) or i(T)/i(0) - 1, depending on the growthOnly parameter.</p>
<p>We expect this to be used inside an instrument that does all the date adjustment etc., so this takes just dates and does not change them. growthOnly = false means i(T)/i(0), which is a bond-type setting. growthOnly = true means i(T)/i(0) - 1, which is a swap-type setting. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="a10f7d7687d98bfb4979aaa4c86c86a54"></a><!-- doxytag: member="QuantLib::IndexedCashFlow::date" ref="a10f7d7687d98bfb4979aaa4c86c86a54" args="() const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> <a class="el" href="class_quant_lib_1_1_indexed_cash_flow.html#a10f7d7687d98bfb4979aaa4c86c86a54">date</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<dl class="note"><dt><b>Note:</b></dt><dd>This is inherited from the event class </dd></dl>
<p>Implements <a class="el" href="class_quant_lib_1_1_cash_flow.html#ac659412fae5cc99a0fdf25f7f4b9562e">CashFlow</a>.</p>
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<a class="anchor" id="a1d4d65b7a73a47647d5355ba4372948e"></a><!-- doxytag: member="QuantLib::IndexedCashFlow::amount" ref="a1d4d65b7a73a47647d5355ba4372948e" args="() const " -->
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<table class="memname">
<tr>
<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_indexed_cash_flow.html#a1d4d65b7a73a47647d5355ba4372948e">amount</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const<code> [virtual]</code></td>
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<p>returns the amount of the cash flow </p>
<dl class="note"><dt><b>Note:</b></dt><dd>The amount is not discounted, i.e., it is the actual amount paid at the cash flow date. </dd></dl>
<p>Implements <a class="el" href="class_quant_lib_1_1_cash_flow.html#a9b47a18fd731fee50de8227ea00f85ca">CashFlow</a>.</p>
<p>Reimplemented in <a class="el" href="class_quant_lib_1_1_c_p_i_cash_flow.html#a16b8c27249065cfd9c5a2df99c217fac">CPICashFlow</a>.</p>
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<a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::IndexedCashFlow::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
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<td class="memname">void <a class="el" href="class_quant_lib_1_1_indexed_cash_flow.html#ac5c54df7ed3b930268c8d7752c101725">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [virtual]</code></td>
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<p>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. </p>
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#a99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
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