EquityCashFlow Class Reference

#include <ql/cashflows/equitycashflow.hpp>

Inheritance diagram for EquityCashFlow:

Collaboration diagram for EquityCashFlow:

Public Member Functions
	EquityCashFlow (Real notional, ext::shared_ptr< EquityIndex > index, const Date &baseDate, const Date &fixingDate, const Date &paymentDate, bool growthOnly=true)
CashFlow interface
Real	amount () const override
	returns the amount of the cash flow More...
Public Member Functions inherited from IndexedCashFlow
	IndexedCashFlow (Real notional, ext::shared_ptr< Index > index, const Date &baseDate, const Date &fixingDate, const Date &paymentDate, bool growthOnly=false)
Date	date () const override
virtual Real	notional () const
virtual Date	baseDate () const
virtual Date	fixingDate () const
virtual ext::shared_ptr< Index >	index () const
virtual bool	growthOnly () const
virtual Real	baseFixing () const
virtual Real	indexFixing () const
Real	amount () const override
	returns the amount of the cash flow More...
void	accept (AcyclicVisitor &) override
void	performCalculations () const override
Public Member Functions inherited from CashFlow
	~CashFlow () override=default
bool	hasOccurred (const Date &refDate=Date(), ext::optional< bool > includeRefDate=ext::nullopt) const override
	returns true if an event has already occurred before a date More...
virtual Date	exCouponDate () const
	returns the date that the cash flow trades exCoupon More...
bool	tradingExCoupon (const Date &refDate=Date()) const
	returns true if the cashflow is trading ex-coupon on the refDate More...
Public Member Functions inherited from Event
	~Event () override=default
Public Member Functions inherited from Observable
	Observable ()
	Observable (const Observable &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
virtual	~Observable ()=default
void	notifyObservers ()
Public Member Functions inherited from LazyObject
	LazyObject ()
	~LazyObject () override=default
void	update () override
bool	isCalculated () const
void	forwardFirstNotificationOnly ()
void	alwaysForwardNotifications ()
void	recalculate ()
void	freeze ()
void	unfreeze ()
Public Member Functions inherited from Observer
	Observer ()=default
	Observer (const Observer &)
Observer &	operator= (const Observer &)
virtual	~Observer ()
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	update ()=0
virtual void	deepUpdate ()

Visitability
ext::shared_ptr< EquityCashFlowPricer >	pricer_
void	accept (AcyclicVisitor &) override
void	setPricer (const ext::shared_ptr< EquityCashFlowPricer > &)
const ext::shared_ptr< EquityCashFlowPricer > &	pricer () const

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
Protected Member Functions inherited from LazyObject
virtual void	calculate () const
Protected Attributes inherited from LazyObject
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_

Detailed Description

Definition at line 37 of file equitycashflow.hpp.

Constructor & Destructor Documentation

EquityCashFlow()

EquityCashFlow	(	Real	notional,
		ext::shared_ptr< EquityIndex >	index,
		const Date &	baseDate,
		const Date &	fixingDate,
		const Date &	paymentDate,
		bool	growthOnly = true
	)

Definition at line 53 of file equitycashflow.cpp.

Member Function Documentation

amount()

Real amount ( ) const

overridevirtual

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.

Definition at line 70 of file equitycashflow.cpp.

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accept()

void accept ( AcyclicVisitor &  v )

overridevirtual

Reimplemented from CashFlow.

Definition at line 60 of file equitycashflow.hpp.

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setPricer()

void setPricer

(

const ext::shared_ptr< EquityCashFlowPricer > &

pricer

)

Definition at line 61 of file equitycashflow.cpp.

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pricer()

const ext::shared_ptr< EquityCashFlowPricer > & pricer

(

)

const

Definition at line 54 of file equitycashflow.hpp.

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Member Data Documentation

pricer_

ext::shared_ptr<EquityCashFlowPricer> pricer_

private

Definition at line 57 of file equitycashflow.hpp.