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<li class="navelem"><a class="el" href="class_quant_lib_1_1_inflation_coupon_pricer.html">InflationCouponPricer</a> </li>
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<a href="#pro-attribs">Protected Attributes</a> </div>
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<div class="title">InflationCouponPricer Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::InflationCouponPricer" --><!-- doxytag: inherits="QuantLib::Observer,QuantLib::Observable" -->
<p>Base inflation-coupon pricer.
<a href="class_quant_lib_1_1_inflation_coupon_pricer.html#details">More...</a></p>
<p><code>#include <ql/cashflows/inflationcouponpricer.hpp></code></p>
<div class="dynheader">
Inheritance diagram for InflationCouponPricer:</div>
<div class="dyncontent">
<div class="center"><img src="class_quant_lib_1_1_inflation_coupon_pricer__inherit__graph.png" border="0" usemap="#_inflation_coupon_pricer_inherit__map" alt="Inheritance graph"/></div>
<map name="_inflation_coupon_pricer_inherit__map" id="_inflation_coupon_pricer_inherit__map">
<area shape="rect" id="node7" href="class_quant_lib_1_1_c_p_i_coupon_pricer.html" title="base pricer for capped/floored CPI coupons N.B. vol-dependent parts are a TODO" alt="" coords="5,166,125,197"/><area shape="rect" id="node9" href="class_quant_lib_1_1_yo_y_inflation_coupon_pricer.html" title="base pricer for capped/floored YoY inflation coupons" alt="" coords="149,166,317,197"/><area shape="rect" id="node2" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="60,6,135,37"/><area shape="rect" id="node4" href="class_quant_lib_1_1_observable.html" title="Object that notifies its changes to a set of observers." alt="" coords="159,6,247,37"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_inflation_coupon_pricer-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 colspan="2"><div class="groupHeader">Interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a2af0079d7951f0a9d60eb08ea1b8a328"></a><!-- doxytag: member="QuantLib::InflationCouponPricer::swapletPrice" ref="a2af0079d7951f0a9d60eb08ea1b8a328" args="() const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>swapletPrice</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a4100ee30f35fdcdb0fce21a1a151ddfb"></a><!-- doxytag: member="QuantLib::InflationCouponPricer::swapletRate" ref="a4100ee30f35fdcdb0fce21a1a151ddfb" args="() const =0" -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>swapletRate</b> () const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a020cea32bd7e04f0fe1cfdf6dc146423"></a><!-- doxytag: member="QuantLib::InflationCouponPricer::capletPrice" ref="a020cea32bd7e04f0fe1cfdf6dc146423" args="(Rate effectiveCap) const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>capletPrice</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> effectiveCap) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1e4c2e805a4460558a9f77740d309cad"></a><!-- doxytag: member="QuantLib::InflationCouponPricer::capletRate" ref="a1e4c2e805a4460558a9f77740d309cad" args="(Rate effectiveCap) const =0" -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>capletRate</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> effectiveCap) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a1a4fed13ca15b398ac2b09c1c58d387d"></a><!-- doxytag: member="QuantLib::InflationCouponPricer::floorletPrice" ref="a1a4fed13ca15b398ac2b09c1c58d387d" args="(Rate effectiveFloor) const =0" -->
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>floorletPrice</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> effectiveFloor) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a214779867426164db11377dadc63d672"></a><!-- doxytag: member="QuantLib::InflationCouponPricer::floorletRate" ref="a214779867426164db11377dadc63d672" args="(Rate effectiveFloor) const =0" -->
virtual <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><b>floorletRate</b> (<a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> effectiveFloor) const =0</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a660765139f15a8cff2492d12b6232095"></a><!-- doxytag: member="QuantLib::InflationCouponPricer::initialize" ref="a660765139f15a8cff2492d12b6232095" args="(const InflationCoupon &)=0" -->
virtual void </td><td class="memItemRight" valign="bottom"><b>initialize</b> (const <a class="el" href="class_quant_lib_1_1_inflation_coupon.html">InflationCoupon</a> &)=0</td></tr>
<tr><td colspan="2"><div class="groupHeader">Observer interface</div></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_coupon_pricer.html#acd36d7881ea8503d5c5824e7a5ad6c7e">update</a> ()</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="a8ca075a069cbdaef300ed3c33643cbc7"></a><!-- doxytag: member="QuantLib::InflationCouponPricer::rateCurve_" ref="a8ca075a069cbdaef300ed3c33643cbc7" args="" -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_yield_term_structure.html">YieldTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>rateCurve_</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a292ad9c54719780e61282ddeeac02410"></a><!-- doxytag: member="QuantLib::InflationCouponPricer::paymentDate_" ref="a292ad9c54719780e61282ddeeac02410" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>paymentDate_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Base inflation-coupon pricer. </p>
<p>The main reason we can't use <a class="el" href="class_quant_lib_1_1_floating_rate_coupon_pricer.html" title="generic pricer for floating-rate coupons">FloatingRateCouponPricer</a> as the base is that it takes a <a class="el" href="class_quant_lib_1_1_floating_rate_coupon.html" title="base floating-rate coupon class">FloatingRateCoupon</a> which takes an <a class="el" href="class_quant_lib_1_1_interest_rate_index.html" title="base class for interest rate indexes">InterestRateIndex</a> and we need an inflation index (these are lagged).</p>
<p>The basic inflation-specific thing that the pricer has to do is deal with different lags in the index and the option e.g. the option could look 3 months back and the index 2.</p>
<p>We add the requirement that pricers do inverseCap/Floor-lets. These are cap/floor-lets as usually defined, i.e. pay out if underlying is above/below a strike. The non-inverse (usual) versions are from a coupon point of view (a capped coupon has a maximum at the strike).</p>
<p>We add the inverse prices so that conventional caps can be priced simply. </p>
</div><hr/><h2>Member Function Documentation</h2>
<a class="anchor" id="acd36d7881ea8503d5c5824e7a5ad6c7e"></a><!-- doxytag: member="QuantLib::InflationCouponPricer::update" ref="acd36d7881ea8503d5c5824e7a5ad6c7e" args="()" -->
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<div class="memproto">
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<tr>
<td class="memname">virtual void <a class="el" href="class_quant_lib_1_1_inflation_coupon_pricer.html#acd36d7881ea8503d5c5824e7a5ad6c7e">update</a> </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td><code> [virtual]</code></td>
</tr>
</table>
</div>
<div class="memdoc">
<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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