24#ifndef quantlib_cpibond_hpp
25#define quantlib_cpibond_hpp
28#include <ql/instruments/bond.hpp>
29#include <ql/time/dategenerationrule.hpp>
30#include <ql/time/daycounter.hpp>
31#include <ql/interestrate.hpp>
32#include <ql/cashflows/cpicoupon.hpp>
50 ext::shared_ptr<ZeroInflationIndex>
cpiIndex,
53 const std::vector<Rate>& coupons,
61 bool exCouponEndOfMonth =
false);
Natural settlementDays() const
ext::shared_ptr< ZeroInflationIndex > cpiIndex_
const DayCounter & dayCounter() const
CPI::InterpolationType observationInterpolation() const
Period observationLag() const
CPI::InterpolationType observationInterpolation_
const ext::shared_ptr< ZeroInflationIndex > & cpiIndex() const
Frequency frequency() const
Frequency
Frequency of events.
BusinessDayConvention
Business Day conventions.
unsigned QL_INTEGER Natural
positive integer
InterpolationType
when you observe an index, how do you interpolate between fixings?