20#include <ql/cashflows/indexedcashflow.hpp>
21#include <ql/index.hpp>
27 ext::shared_ptr<Index> index,
29 const Date& fixingDate,
30 const Date& paymentDate,
32 : notional_(notional), index_(
std::move(index)), baseDate_(baseDate), fixingDate_(fixingDate),
33 paymentDate_(paymentDate), growthOnly_(growthOnly) {
34 QL_REQUIRE(
index_,
"no index provided");
ext::shared_ptr< Index > index_
void performCalculations() const override
virtual Real indexFixing() const
Real amount() const override
returns the amount of the cash flow
virtual Real baseFixing() const
IndexedCashFlow(Real notional, ext::shared_ptr< Index > index, const Date &baseDate, const Date &fixingDate, const Date &paymentDate, bool growthOnly=false)
virtual void calculate() const
std::pair< iterator, bool > registerWith(const ext::shared_ptr< Observable > &)