CPICashFlow Class Reference

Cash flow paying the performance of a CPI (zero inflation) index. More...

#include <cpicoupon.hpp>

Inheritance diagram for CPICashFlow:

Collaboration diagram for CPICashFlow:

Public Member Functions
	CPICashFlow (Real notional, const ext::shared_ptr< ZeroInflationIndex > &index, const Date &baseDate, Real baseFixing, const Date &observationDate, const Period &observationLag, CPI::InterpolationType interpolation, const Date &paymentDate, bool growthOnly=false)
Real	baseFixing () const override
	value used on base date More...
Date	baseDate () const override
	you may not have a valid date More...
Date	observationDate () const
Period	observationLag () const
virtual CPI::InterpolationType	interpolation () const
	do you want linear/constant/as-index interpolation of future data? More...
virtual Frequency	frequency () const
ext::shared_ptr< ZeroInflationIndex >	cpiIndex () const
Real	indexFixing () const override
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	fixingDate () const
virtual ext::shared_ptr< Index >	index () const
virtual bool	growthOnly () 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 ()

Protected Attributes
Real	baseFixing_
Date	observationDate_
Period	observationLag_
CPI::InterpolationType	interpolation_
Frequency	frequency_
Protected Attributes inherited from IndexedCashFlow
Real	amount_
Protected Attributes inherited from LazyObject
bool	calculated_ = false
bool	frozen_ = false
bool	alwaysForward_

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
Protected Member Functions inherited from LazyObject
virtual void	calculate () const

Detailed Description

Cash flow paying the performance of a CPI (zero inflation) index.

It is NOT a coupon, i.e. no accruals.

Definition at line 230 of file cpicoupon.hpp.

Constructor & Destructor Documentation

CPICashFlow()

CPICashFlow	(	Real	notional,
		const ext::shared_ptr< ZeroInflationIndex > &	index,
		const Date &	baseDate,
		Real	baseFixing,
		const Date &	observationDate,
		const Period &	observationLag,
		CPI::InterpolationType	interpolation,
		const Date &	paymentDate,
		bool	growthOnly = false
	)

Definition at line 199 of file cpicoupon.cpp.

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Member Function Documentation

baseFixing()

Real baseFixing ( ) const

overridevirtual

value used on base date

This does not have to agree with index on that date.

Reimplemented from IndexedCashFlow.

Definition at line 228 of file cpicoupon.cpp.

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baseDate()

Date baseDate ( ) const

overridevirtual

you may not have a valid date

Reimplemented from IndexedCashFlow.

Definition at line 219 of file cpicoupon.cpp.

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observationDate()

Date observationDate

(

)

const

Definition at line 248 of file cpicoupon.hpp.

observationLag()

Period observationLag

(

)

const

Definition at line 249 of file cpicoupon.hpp.

interpolation()

virtual CPI::InterpolationType interpolation ( ) const

virtual

do you want linear/constant/as-index interpolation of future data?

Definition at line 251 of file cpicoupon.hpp.

frequency()

virtual Frequency frequency ( ) const

virtual

Definition at line 254 of file cpicoupon.hpp.

cpiIndex()

ext::shared_ptr< ZeroInflationIndex > cpiIndex

(

)

const

Definition at line 375 of file cpicoupon.hpp.

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indexFixing()

Real indexFixing ( ) const

overridevirtual

Reimplemented from IndexedCashFlow.

Definition at line 232 of file cpicoupon.cpp.

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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 242 of file cpicoupon.cpp.

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Member Data Documentation

baseFixing_

Real baseFixing_

protected

Definition at line 263 of file cpicoupon.hpp.

observationDate_

Date observationDate_

protected

Definition at line 264 of file cpicoupon.hpp.

observationLag_

Period observationLag_

protected

Definition at line 265 of file cpicoupon.hpp.

interpolation_

CPI::InterpolationType interpolation_

protected

Definition at line 266 of file cpicoupon.hpp.

frequency_

Frequency frequency_

protected

Definition at line 267 of file cpicoupon.hpp.