Merge pull request #32 from igitur/CPIBondHelper

CPIBondHelper
amaggiulli · Jun 24, 2014 · a78c9ac · a78c9ac
2 parents cd7660e + 62a6688
commit a78c9ac
Showing 1 changed file with 21 additions and 1 deletion.
diff --git a/QLNet/Termstructures/Yield/Bondhelpers.cs b/QLNet/Termstructures/Yield/Bondhelpers.cs
@@ -102,5 +102,25 @@ public FixedRateBondHelper(Handle<Quote> price, int settlementDays, double faceA
         {
             fixedRateBond_ = bond_ as FixedRateBond;
         }
-    }
+    }
+
+    public class CPIBondHelper : BondHelper
+    {
+        protected CPIBond cpiBond_;
+        public CPIBond cpiBond() { return cpiBond_; }
+
+        public CPIBondHelper(Handle<Quote> price, int settlementDays, double faceAmount, bool growthOnly, double baseCPI, 
+                                   Period observationLag, ZeroInflationIndex cpiIndex, InterpolationType observationInterpolation, 
+                                   Schedule schedule, List<double> fixedRate, DayCounter dayCounter, BusinessDayConvention paymentConvention,
+                                   double redemption, Date issueDate, Calendar paymentCalendar = null,
+                                   Period exCouponPeriod = null, Calendar exCouponCalendar = null,
+                                   BusinessDayConvention exCouponConvention = BusinessDayConvention.Unadjusted, bool exCouponEndOfMonth = false,
+                                   bool useCleanPrice = true)
+            : base(price, new CPIBond(settlementDays, faceAmount, growthOnly, baseCPI, observationLag, cpiIndex, observationInterpolation, schedule,
+                                      fixedRate, dayCounter, paymentConvention, issueDate, paymentCalendar, exCouponPeriod, exCouponCalendar,
+                                      exCouponConvention, exCouponEndOfMonth), useCleanPrice)
+        {
+            cpiBond_ = bond_ as CPIBond;
+        }
+    }
 }