Helper class building a sequence of capped/floored CPI coupons.
Also allowing for the inflated notional at the end...
especially if there is only one date in the schedule.
If a fixedRate is zero you get a FixedRateCoupon, otherwise
you get a ZeroInflationCoupon.
Helper class building a sequence of capped/floored CPI coupons.
Also allowing for the inflated notional at the end... especially if there is only one date in the schedule. If a fixedRate is zero you get a FixedRateCoupon, otherwise you get a ZeroInflationCoupon.
payoff is: spread + fixedRate x index