1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: CPICashFlow Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td id="projectalign" style="padding-left: 0.5em;">
<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
$(function() {
initMenu('',true,false,'search.php','Search');
$(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_c_p_i_cash_flow.html">CPICashFlow</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="#pro-attribs">Protected Attributes</a> |
<a href="class_quant_lib_1_1_c_p_i_cash_flow-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">CPICashFlow Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<p>Cash flow paying the performance of a CPI (zero inflation) index.
<a href="class_quant_lib_1_1_c_p_i_cash_flow.html#details">More...</a></p>
<p><code>#include <ql/cashflows/cpicoupon.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for CPICashFlow:</div>
<div id="dynsection-0-summary" class="dynsummary" style="display:block;">
</div>
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
<div class="center"><img src="class_quant_lib_1_1_c_p_i_cash_flow__inherit__graph.png" border="0" usemap="#a_c_p_i_cash_flow_inherit__map" alt="Inheritance graph"/></div>
<map name="_c_p_i_cash_flow_inherit__map" id="a_c_p_i_cash_flow_inherit__map">
<area shape="rect" title="Cash flow paying the performance of a CPI (zero inflation) index." alt="" coords="45,155,149,181"/>
<area shape="rect" href="class_quant_lib_1_1_indexed_cash_flow.html" title="Cash flow dependent on an index ratio." alt="" coords="33,80,160,107"/>
<area shape="rect" href="class_quant_lib_1_1_cash_flow.html" title="Base class for cash flows." alt="" coords="5,5,87,32"/>
<area shape="rect" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="111,5,186,32"/>
</map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a9749d7e48e71349e9d665ba16e934b3c"><td class="memItemLeft" align="right" valign="top"><a id="a9749d7e48e71349e9d665ba16e934b3c"></a>
 </td><td class="memItemRight" valign="bottom"><b>CPICashFlow</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> notional, const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html">ZeroInflationIndex</a> > &index, const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &<a class="el" href="class_quant_lib_1_1_c_p_i_cash_flow.html#ac47109414e944dd58438505679246b5f">baseDate</a>, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> <a class="el" href="class_quant_lib_1_1_c_p_i_cash_flow.html#abe326a62c726cfcb2d5924fc3f55c0b5">baseFixing</a>, 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, CPI::InterpolationType <a class="el" href="class_quant_lib_1_1_c_p_i_cash_flow.html#acda053b2ee1c5e5b89ffdf23c40d90a5">interpolation</a>=CPI::AsIndex, const <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> &frequency=<a class="el" href="group__datetime.html#gga6d41db8ba0ea90d22df35889df452adaad7764a2ea2518891555bd395faffb4da">QuantLib::NoFrequency</a>)</td></tr>
<tr class="separator:a9749d7e48e71349e9d665ba16e934b3c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:abe326a62c726cfcb2d5924fc3f55c0b5"><td class="memItemLeft" align="right" valign="top">virtual <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_cash_flow.html#abe326a62c726cfcb2d5924fc3f55c0b5">baseFixing</a> () const</td></tr>
<tr class="memdesc:abe326a62c726cfcb2d5924fc3f55c0b5"><td class="mdescLeft"> </td><td class="mdescRight">value used on base date <a href="class_quant_lib_1_1_c_p_i_cash_flow.html#abe326a62c726cfcb2d5924fc3f55c0b5">More...</a><br /></td></tr>
<tr class="separator:abe326a62c726cfcb2d5924fc3f55c0b5"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac47109414e944dd58438505679246b5f"><td class="memItemLeft" align="right" valign="top"><a id="ac47109414e944dd58438505679246b5f"></a>
virtual <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_c_p_i_cash_flow.html#ac47109414e944dd58438505679246b5f">baseDate</a> () const</td></tr>
<tr class="memdesc:ac47109414e944dd58438505679246b5f"><td class="mdescLeft"> </td><td class="mdescRight">you may not have a valid date <br /></td></tr>
<tr class="separator:ac47109414e944dd58438505679246b5f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acda053b2ee1c5e5b89ffdf23c40d90a5"><td class="memItemLeft" align="right" valign="top"><a id="acda053b2ee1c5e5b89ffdf23c40d90a5"></a>
virtual CPI::InterpolationType </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_c_p_i_cash_flow.html#acda053b2ee1c5e5b89ffdf23c40d90a5">interpolation</a> () const</td></tr>
<tr class="memdesc:acda053b2ee1c5e5b89ffdf23c40d90a5"><td class="mdescLeft"> </td><td class="mdescRight">do you want linear/constant/as-index interpolation of future data? <br /></td></tr>
<tr class="separator:acda053b2ee1c5e5b89ffdf23c40d90a5"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8f519cb95da5e7f9e508b3518f1b1d43"><td class="memItemLeft" align="right" valign="top"><a id="a8f519cb95da5e7f9e508b3518f1b1d43"></a>
virtual <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency</b> () const</td></tr>
<tr class="separator:a8f519cb95da5e7f9e508b3518f1b1d43"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0f9e00674bde45229334727d2ee1637f"><td class="memItemLeft" align="right" valign="top"><a id="a0f9e00674bde45229334727d2ee1637f"></a>
virtual <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_cash_flow.html#a0f9e00674bde45229334727d2ee1637f">amount</a> () const</td></tr>
<tr class="memdesc:a0f9e00674bde45229334727d2ee1637f"><td class="mdescLeft"> </td><td class="mdescRight">redefined to use <a class="el" href="class_quant_lib_1_1_c_p_i_cash_flow.html#abe326a62c726cfcb2d5924fc3f55c0b5" title="value used on base date">baseFixing()</a> and interpolation <br /></td></tr>
<tr class="separator:a0f9e00674bde45229334727d2ee1637f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_indexed_cash_flow')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_indexed_cash_flow.html">IndexedCashFlow</a></td></tr>
<tr class="memitem:a94426d1447afe1ce8cf4c82815079962 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memItemLeft" align="right" valign="top"><a id="a94426d1447afe1ce8cf4c82815079962"></a>
 </td><td class="memItemRight" valign="bottom"><b>IndexedCashFlow</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> notional, const ext::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 class="separator:a94426d1447afe1ce8cf4c82815079962 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad4276f5a24965b35acc5d01b31fc5e17 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><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#ad4276f5a24965b35acc5d01b31fc5e17">date</a> () const</td></tr>
<tr class="separator:ad4276f5a24965b35acc5d01b31fc5e17 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a44a42136c5abdce12cf10b75a61760ab inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memItemLeft" align="right" valign="top"><a id="a44a42136c5abdce12cf10b75a61760ab"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>notional</b> () const</td></tr>
<tr class="separator:a44a42136c5abdce12cf10b75a61760ab inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a142e21d886d3cc708b215912d81a5aa1 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memItemLeft" align="right" valign="top"><a id="a142e21d886d3cc708b215912d81a5aa1"></a>
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 class="separator:a142e21d886d3cc708b215912d81a5aa1 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a33860b4d7e3317d949917b7c48e93369 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memItemLeft" align="right" valign="top"><a id="a33860b4d7e3317d949917b7c48e93369"></a>
virtual ext::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 class="separator:a33860b4d7e3317d949917b7c48e93369 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ade7c72c3a2bd5ec742cf7eefcc11b7da inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memItemLeft" align="right" valign="top"><a id="ade7c72c3a2bd5ec742cf7eefcc11b7da"></a>
virtual bool </td><td class="memItemRight" valign="bottom"><b>growthOnly</b> () const</td></tr>
<tr class="separator:ade7c72c3a2bd5ec742cf7eefcc11b7da inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aebd2894f0f18274fd9a79140833c5e96 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><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#aebd2894f0f18274fd9a79140833c5e96">amount</a> () const</td></tr>
<tr class="memdesc:aebd2894f0f18274fd9a79140833c5e96 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="mdescLeft"> </td><td class="mdescRight">returns the amount of the cash flow <a href="class_quant_lib_1_1_indexed_cash_flow.html#aebd2894f0f18274fd9a79140833c5e96">More...</a><br /></td></tr>
<tr class="separator:aebd2894f0f18274fd9a79140833c5e96 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1d7eaf2f5dccce1c7781b54d64ba4a07 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memItemLeft" align="right" valign="top"><a id="a1d7eaf2f5dccce1c7781b54d64ba4a07"></a>
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 class="separator:a1d7eaf2f5dccce1c7781b54d64ba4a07 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><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>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725 inherit pub_methods_class_quant_lib_1_1_indexed_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_cash_flow"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_cash_flow')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_cash_flow.html">CashFlow</a></td></tr>
<tr class="memitem:a63142c7253e86adcdd9da972165a4b8d inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flow.html#a63142c7253e86adcdd9da972165a4b8d">hasOccurred</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>(), boost::optional< bool > includeRefDate=boost::none) const</td></tr>
<tr class="memdesc:a63142c7253e86adcdd9da972165a4b8d inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="mdescLeft"> </td><td class="mdescRight">returns true if an event has already occurred before a date <a href="class_quant_lib_1_1_cash_flow.html#a63142c7253e86adcdd9da972165a4b8d">More...</a><br /></td></tr>
<tr class="separator:a63142c7253e86adcdd9da972165a4b8d inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a15fcde18fca25b74fb500bc23dede555 inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="memItemLeft" align="right" valign="top"><a id="a15fcde18fca25b74fb500bc23dede555"></a>
virtual <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_cash_flow.html#a15fcde18fca25b74fb500bc23dede555">exCouponDate</a> () const</td></tr>
<tr class="memdesc:a15fcde18fca25b74fb500bc23dede555 inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="mdescLeft"> </td><td class="mdescRight">returns the date that the cash flow trades exCoupon <br /></td></tr>
<tr class="separator:a15fcde18fca25b74fb500bc23dede555 inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5f19858a4efc0d21a5413aa2c541d253 inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="memItemLeft" align="right" valign="top"><a id="a5f19858a4efc0d21a5413aa2c541d253"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cash_flow.html#a5f19858a4efc0d21a5413aa2c541d253">tradingExCoupon</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &refDate=<a class="el" href="class_quant_lib_1_1_date.html">Date</a>()) const</td></tr>
<tr class="memdesc:a5f19858a4efc0d21a5413aa2c541d253 inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="mdescLeft"> </td><td class="mdescRight">returns true if the cashflow is trading ex-coupon on the refDate <br /></td></tr>
<tr class="separator:a5f19858a4efc0d21a5413aa2c541d253 inherit pub_methods_class_quant_lib_1_1_cash_flow"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Event interface</div></td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
<tr class="separator:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
<tr class="separator:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a6810b3645967da11d5f5d4804d37bacc"></a>
<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
<tr class="separator:a6810b3645967da11d5f5d4804d37bacc inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="aa6ade205ed506bf712da2704f80a73a0"></a>
std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:aa6ade205ed506bf712da2704f80a73a0 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
<tr class="separator:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a4ce7359ad0f73a54dba555be24855804"></a>
<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
<tr class="separator:a4ce7359ad0f73a54dba555be24855804 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a0c19cb502f3b720b99b176ea6cc7e319"></a>
void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
<tr class="separator:a0c19cb502f3b720b99b176ea6cc7e319 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
<tr class="separator:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr class="memitem:ad18000721e8a3c1b8ef1f02ec339db06"><td class="memItemLeft" align="right" valign="top"><a id="ad18000721e8a3c1b8ef1f02ec339db06"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>baseFixing_</b></td></tr>
<tr class="separator:ad18000721e8a3c1b8ef1f02ec339db06"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4f2dce5ac68bbcdca60a224ec80448aa"><td class="memItemLeft" align="right" valign="top"><a id="a4f2dce5ac68bbcdca60a224ec80448aa"></a>
CPI::InterpolationType </td><td class="memItemRight" valign="bottom"><b>interpolation_</b></td></tr>
<tr class="separator:a4f2dce5ac68bbcdca60a224ec80448aa"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae358763dc753768bb42e898365204a9a"><td class="memItemLeft" align="right" valign="top"><a id="ae358763dc753768bb42e898365204a9a"></a>
<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency_</b></td></tr>
<tr class="separator:ae358763dc753768bb42e898365204a9a"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="a78de5f2b6bce96d718e3c18b9f52d67c"></a>
typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
<tr class="separator:a78de5f2b6bce96d718e3c18b9f52d67c inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="ae98429250f6997df7b87f4b37454609e"></a>
typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
<tr class="separator:ae98429250f6997df7b87f4b37454609e inherit pub_types_class_quant_lib_1_1_observer"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Cash flow paying the performance of a CPI (zero inflation) index. </p>
<p>It is NOT a coupon, i.e. no accruals. </p>
</div><h2 class="groupheader">Member Function Documentation</h2>
<a id="abe326a62c726cfcb2d5924fc3f55c0b5"></a>
<h2 class="memtitle"><span class="permalink"><a href="#abe326a62c726cfcb2d5924fc3f55c0b5">◆ </a></span>baseFixing()</h2>
<div class="memitem">
<div class="memproto">
<table class="mlabels">
<tr>
<td class="mlabels-left">
<table class="memname">
<tr>
<td class="memname">virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> baseFixing </td>
<td>(</td>
<td class="paramname"></td><td>)</td>
<td> const</td>
</tr>
</table>
</td>
<td class="mlabels-right">
<span class="mlabels"><span class="mlabel">virtual</span></span> </td>
</tr>
</table>
</div><div class="memdoc">
<p>value used on base date </p>
<p>This does not have to agree with index on that date. </p>
</div>
</div>
</div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>
|
