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<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_indexed_cash_flow.html">IndexedCashFlow</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">IndexedCashFlow Class Reference</div> </div>
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<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 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 IndexedCashFlow:</div>
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<map name="_indexed_cash_flow_inherit__map" id="a_indexed_cash_flow_inherit__map">
<area shape="rect" title="Cash flow dependent on an index ratio." alt="" coords="33,155,160,181"/>
<area shape="rect" 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="45,229,149,256"/>
<area shape="rect" href="class_quant_lib_1_1_cash_flow.html" title="Base class for cash flows." alt="" coords="5,80,87,107"/>
<area shape="rect" href="class_quant_lib_1_1_event.html" title="Base class for event." alt="" coords="18,5,74,32"/>
<area shape="rect" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="111,80,186,107"/>
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<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:a94426d1447afe1ce8cf4c82815079962"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Event interface</div></td></tr>
<tr class="memitem:ad4276f5a24965b35acc5d01b31fc5e17"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a44a42136c5abdce12cf10b75a61760ab"><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"><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"><b>baseDate</b> () const</td></tr>
<tr class="separator:ac47109414e944dd58438505679246b5f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a142e21d886d3cc708b215912d81a5aa1"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a33860b4d7e3317d949917b7c48e93369"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ade7c72c3a2bd5ec742cf7eefcc11b7da"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">CashFlow interface</div></td></tr>
<tr class="memitem:aebd2894f0f18274fd9a79140833c5e96"><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"><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"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Visitability</div></td></tr>
<tr class="memitem:a1d7eaf2f5dccce1c7781b54d64ba4a07"><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"><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>
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<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>
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<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>
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<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>
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void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<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>
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Observer interface</h2></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725"><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>
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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>
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typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">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><h2 class="groupheader">Member Function Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#ad4276f5a24965b35acc5d01b31fc5e17">◆ </a></span>date()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_date.html">Date</a> date </td>
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<dl class="section note"><dt>Note</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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<h2 class="memtitle"><span class="permalink"><a href="#aebd2894f0f18274fd9a79140833c5e96">◆ </a></span>amount()</h2>
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<td class="memname"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> amount </td>
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<p>returns the amount of the cash flow </p>
<dl class="section note"><dt>Note</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>
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<h2 class="memtitle"><span class="permalink"><a href="#ac5c54df7ed3b930268c8d7752c101725">◆ </a></span>update()</h2>
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<td class="memname">void update </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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