24#ifndef quantlib_inflation_cash_flow_hpp
25#define quantlib_inflation_cash_flow_hpp
27#include <ql/cashflows/indexedcashflow.hpp>
28#include <ql/indexes/inflationindex.hpp>
44 const ext::shared_ptr<ZeroInflationIndex>&
index,
46 const Date& startDate,
48 const Period& observationLag,
49 const Date& paymentDate,
degenerate base class for the Acyclic Visitor pattern
Cash flow dependent on an index ratio.
virtual Real notional() const
virtual bool growthOnly() const
virtual ext::shared_ptr< Index > index() const
Cash flow dependent on a zero inflation index ratio.
ext::shared_ptr< ZeroInflationIndex > zeroInflationIndex_
CPI::InterpolationType observationInterpolation() const
Real amount() const override
returns the amount of the cash flow
void accept(AcyclicVisitor &) override
CPI::InterpolationType observationInterpolation_
ext::shared_ptr< ZeroInflationIndex > zeroInflationIndex() const
InterpolationType
when you observe an index, how do you interpolate between fixings?