quantlib.instruments.bonds.cpibond.CPIBond

class CPIBond(Natural settlement_days, Real face_amount, bool growth_only, Real baseCPI, Period observation_lag, ZeroInflationIndex cpi_index, InterpolationType observation_interpolation, Schedule schedule, vector[Rate] coupons, DayCounter accrual_day_counter, BusinessDayConvention payment_convention=Following, Date issue_date=Date(), Calendar payment_calendar=Calendar(), Period ex_coupon_period=Period(), Calendar ex_coupon_calendar=Calendar(), BusinessDayConvention ex_coupon_convention=Unadjusted, bool ex_coupon_end_of_month=False)

Bases: Bond

CPI bond

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
accrued_amount(self, Date date=Date)	Returns the bond accrued amount at the given date
bond_yield(self, Real price, DayCounter dc, ...)	Return the yield given a price and settlement date
notional(self, Date date=Date)
set_pricing_engine(self, PricingEngine engine)	Sets the pricing engine.
settlement_date(self, Date from_date=Date)	Returns the bond settlement date after the given date.

Attributes

calendar
cashflows	cash flow stream as a Leg
clean_price	Bond clean price.
dirty_price	Bond dirty price
is_expired
issue_date	Bond issue date
maturity_date	Bond maturity date
net_present_value	Instrument net present value.
npv	Shortcut to the net_present_value property.
settlement_days
start_date	Bond start date
valuation_date