IndexedCashFlow Class Reference

Cash flow dependent on an index ratio (NOT a coupon, i.e. no accruals). More...

#include <ql/cashflows/indexedcashflow.hpp>

Inheritance diagram for IndexedCashFlow:

List of all members.

Public Member Functions

 IndexedCashFlow (Real notional, const boost::shared_ptr< Index > &index, const Date &baseDate, const Date &fixingDate, const Date &paymentDate)
virtual Real notional () const
virtual Date baseDate () const
virtual Date fixingDate () const
virtual boost::shared_ptr< Indexindex () const
Event interface
Date date () const
CashFlow interface
Real amount () const
 returns the amount of the cash flow
Visitability
virtual void accept (AcyclicVisitor &)


Detailed Description

Cash flow dependent on an index ratio (NOT a coupon, i.e. no accruals).

We expect this to be used inside an istrument that does all the date adjustment etc., so this takes just dates and does not change them.


Member Function Documentation

Date date (  )  const [virtual]

Note:
This is inherited from the event class

Implements CashFlow.

Real amount (  )  const [virtual]

returns the amount of the cash flow

Note:
The amount is not discounted, i.e., it is the actual amount paid at the cash flow date.

Implements CashFlow.