25#ifndef quantlib_indexed_cash_flow_hpp
26#define quantlib_indexed_cash_flow_hpp
48 ext::shared_ptr<Index>
index,
51 const Date& paymentDate,
60 virtual ext::shared_ptr<Index>
index()
const {
return index_; }
Base class for cash flows.
degenerate base class for the Acyclic Visitor pattern
Base class for cash flows.
Cash flow dependent on an index ratio.
ext::shared_ptr< Index > index_
void performCalculations() const override
virtual Date fixingDate() const
virtual Real indexFixing() const
virtual Real notional() const
Real amount() const override
returns the amount of the cash flow
void accept(AcyclicVisitor &) override
virtual Real baseFixing() const
virtual Date baseDate() const
Date date() const override
virtual bool growthOnly() const
virtual ext::shared_ptr< Index > index() const
Visitor for a specific class
virtual void visit(T &)=0
virtual base class for indexes
ext::shared_ptr< BlackVolTermStructure > v
degenerate base class for the Acyclic Visitor pattern