CPICashFlow | quantlib.js

Cash flow paying the performance of a CPI (zero inflation) index It is NOT a coupon, i.e. no accruals.

Hierarchy

IndexedCashFlow
- CPICashFlow

Implements

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new CPICashFlow(notional: Real, index: ZeroInflationIndex, baseDate: Date, baseFixing: Real, fixingDate: Date, paymentDate: Date, growthOnly?: boolean, interpolation: InterpolationType, frequency?: Frequency): CPICashFlow

Overrides IndexedCashFlow.constructor
- Defined in ql/cashflows/cpicoupon.ts:168
Parameters
- notional: Real
- index: ZeroInflationIndex
- baseDate: Date
- baseFixing: Real
- fixingDate: Date
- paymentDate: Date
- Default value growthOnly: boolean = false
- interpolation: InterpolationType
- Default value frequency: Frequency = Frequency.NoFrequency
Returns CPICashFlow

Properties

Protected _baseFixing

_baseFixing: Real

Protected _frequency

_frequency: Frequency

Protected _interpolation

_interpolation: InterpolationType

_isDisposed

_isDisposed: boolean = false

_observables

_observables: Set<Observable> = new Set()

_observers

_observers: Set<Observer> = new Set()

deepUpdate

deepUpdate: () => void

Type declaration

- (): void
- Returns void

dispose

dispose: () => void

Type declaration

- (): void
- Returns void

exCouponDate

exCouponDate: () => Date

Type declaration

- (): Date
- Returns Date

hasOccurred

hasOccurred: (refDate: Date, includeRefDate: boolean) => boolean

Type declaration

- (refDate: Date, includeRefDate: boolean): boolean
- Parameters
  - refDate: Date
  - includeRefDate: boolean
  Returns boolean

isDisposed

isDisposed: boolean

notifyObservers

notifyObservers: () => void

Type declaration

- (): void
- Returns void

registerObserver

registerObserver: (o: Observer) => void

Type declaration

- (o: Observer): void
- Parameters
  - o: Observer
  Returns void

registerWith

registerWith: (h: Observable) => void

Type declaration

- (h: Observable): void
- Parameters
  - h: Observable
  Returns void

registerWithObservables

registerWithObservables: (o: Observer) => void

Type declaration

- (o: Observer): void
- Parameters
  - o: Observer
  Returns void

tradingExCoupon

tradingExCoupon: () => boolean

Type declaration

- (): boolean
- Returns boolean

unregisterObserver

unregisterObserver: (o: Observer) => void

Type declaration

- (o: Observer): void
- Parameters
  - o: Observer
  Returns void

unregisterWith

unregisterWith: (h: Observable) => Size

Type declaration

- (h: Observable): Size
- Parameters
  - h: Observable
  Returns Size

unregisterWithAll

unregisterWithAll: () => void

Type declaration

- (): void
- Returns void

Methods

accept

accept(v: AcyclicVisitor): void

Inherited from IndexedCashFlow.accept

Overrides CashFlowObserver.accept
- Defined in ql/cashflows/indexedcashflow.ts:71
Parameters
- v: AcyclicVisitor
Returns void

amount1

amount1(): Real

Overrides IndexedCashFlow.amount1
- Defined in ql/cashflows/cpicoupon.ts:205
Returns Real

baseDate

baseDate(): Date

Overrides IndexedCashFlow.baseDate
- Defined in ql/cashflows/cpicoupon.ts:193
Returns Date

baseFixing

baseFixing(): Real

- Defined in ql/cashflows/cpicoupon.ts:189
Returns Real

date

date(): Date

Inherited from IndexedCashFlow.date

Overrides CashFlowObserver.date
- Defined in ql/cashflows/indexedcashflow.ts:37
Returns Date

fixingDate

fixingDate(): Date

Inherited from IndexedCashFlow.fixingDate
- Defined in ql/cashflows/indexedcashflow.ts:49
Returns Date

frequency

frequency(): Frequency

- Defined in ql/cashflows/cpicoupon.ts:201
Returns Frequency

growthOnly

growthOnly(): boolean

Inherited from IndexedCashFlow.growthOnly
- Defined in ql/cashflows/indexedcashflow.ts:56
Returns boolean

index

index(): Index

Inherited from IndexedCashFlow.index
- Defined in ql/cashflows/indexedcashflow.ts:52
Returns Index

interpolation

interpolation(): InterpolationType

- Defined in ql/cashflows/cpicoupon.ts:197
Returns InterpolationType

notional

notional(): Real

Inherited from IndexedCashFlow.notional
- Defined in ql/cashflows/indexedcashflow.ts:41
Returns Real

update

update(): void

Inherited from IndexedCashFlow.update

Overrides CashFlowObserver.update
- Defined in ql/cashflows/indexedcashflow.ts:83
Returns void

Hierarchy

Implements

Index

Constructors

Properties

Methods

Constructors

constructor

Parameters

notional: Real

index: ZeroInflationIndex

baseDate: Date

baseFixing: Real

fixingDate: Date

paymentDate: Date

Default value growthOnly: boolean = false

interpolation: InterpolationType

Default value frequency: Frequency = Frequency.NoFrequency

Returns CPICashFlow

Properties

Protected _baseFixing

Protected _frequency

Protected _interpolation

_isDisposed

_observables

_observers

deepUpdate

Type declaration

Returns void

dispose

Type declaration

Returns void

exCouponDate

Type declaration

Returns Date

hasOccurred

Type declaration

Parameters

refDate: Date

includeRefDate: boolean

Returns boolean

isDisposed

notifyObservers

Type declaration

Returns void

registerObserver

Type declaration

Parameters

o: Observer

Returns void

registerWith

Type declaration

Parameters

h: Observable

Returns void

registerWithObservables

Type declaration

Parameters

o: Observer

Returns void

tradingExCoupon

Type declaration

Returns boolean

unregisterObserver

Type declaration

Parameters

o: Observer

Returns void

unregisterWith

Type declaration

Parameters

h: Observable

Returns Size

unregisterWithAll

Type declaration

Returns void

Methods

accept

Parameters

v: AcyclicVisitor