This cash flow is not a coupon, i.e., there's no accrual. The
amount is either i(T)/i(0) or i(T)/i(0) - 1, depending on the
growthOnly parameter.
We expect this to be used inside an instrument that does all the date
adjustment etc., so this takes just dates and does not change them.
growthOnly = false means i(T)/i(0), which is a bond-type setting.
growthOnly = true means i(T)/i(0) - 1, which is a swap-type setting.
Cash flow dependent on an index ratio.
This cash flow is not a coupon, i.e., there's no accrual. The amount is either i(T)/i(0) or i(T)/i(0) - 1, depending on the growthOnly parameter.
We expect this to be used inside an instrument that does all the date adjustment etc., so this takes just dates and does not change them. growthOnly = false means i(T)/i(0), which is a bond-type setting. growthOnly = true means i(T)/i(0) - 1, which is a swap-type setting.