YoYInflationCoupon Class Reference

Coupon paying a YoY-inflation type index More...

#include <ql/cashflows/yoyinflationcoupon.hpp>

Inheritance diagram for YoYInflationCoupon:

List of all members.

Public Member Functions

 YoYInflationCoupon (const Date &paymentDate, Real nominal, const Date &startDate, const Date &endDate, Natural fixingDays, const boost::shared_ptr< YoYInflationIndex > &index, const Period &observationLag, const DayCounter &dayCounter, Real gearing=1.0, Spread spread=0.0, const Date &refPeriodStart=Date(), const Date &refPeriodEnd=Date())
Inspectors
Real gearing () const
 index gearing, i.e. multiplicative coefficient for the index
Spread spread () const
 spread paid over the fixing of the underlying index
Rate adjustedFixing () const
const boost::shared_ptr
< YoYInflationIndex > & 
yoyIndex () const
Visitability
virtual void accept (AcyclicVisitor &)

Protected Member Functions

bool checkPricerImpl (const boost::shared_ptr< InflationCouponPricer > &) const
 makes sure you were given the correct type of pricer

Protected Attributes

Real gearing_
Spread spread_


Detailed Description

Coupon paying a YoY-inflation type index