Export updated interface of CPICoupon (#571)

lballabio · Jul 3, 2023 · 824840d · 824840d
2 parents d255867 + f455b8d
commit 824840d
Showing 1 changed file with 44 additions and 3 deletions.
diff --git a/SWIG/inflation.i b/SWIG/inflation.i
@@ -354,7 +354,6 @@ class CPICoupon : public InflationCoupon {
               CPI::InterpolationType observationInterpolation,
               const DayCounter& dayCounter,
               Real fixedRate,
-              Spread spread = 0.0,
               const Date& refPeriodStart = Date(),
               const Date& refPeriodEnd = Date(),
               const Date& exCouponDate = Date());
@@ -368,7 +367,6 @@ class CPICoupon : public InflationCoupon {
               CPI::InterpolationType observationInterpolation,
               const DayCounter& dayCounter,
               Real fixedRate,
-              Spread spread = 0.0,
               const Date& refPeriodStart = Date(),
               const Date& refPeriodEnd = Date(),
               const Date& exCouponDate = Date());
@@ -383,14 +381,57 @@ class CPICoupon : public InflationCoupon {
               CPI::InterpolationType observationInterpolation,
               const DayCounter& dayCounter,
               Real fixedRate,
-              Spread spread = 0.0,
+              const Date& refPeriodStart = Date(),
+              const Date& refPeriodEnd = Date(),
+              const Date& exCouponDate = Date());
+    CPICoupon(Real baseCPI,
+              const Date& paymentDate,
+              Real nominal,
+              const Date& startDate,
+              const Date& endDate,
+              const ext::shared_ptr<ZeroInflationIndex>& index,
+              const Period& observationLag,
+              CPI::InterpolationType observationInterpolation,
+              const DayCounter& dayCounter,
+              Real fixedRate,
+              Spread spread,
+              const Date& refPeriodStart = Date(),
+              const Date& refPeriodEnd = Date(),
+              const Date& exCouponDate = Date());
+    CPICoupon(const Date& baseDate,
+              const Date& paymentDate,
+              Real nominal,
+              const Date& startDate,
+              const Date& endDate,
+              const ext::shared_ptr<ZeroInflationIndex>& index,
+              const Period& observationLag,
+              CPI::InterpolationType observationInterpolation,
+              const DayCounter& dayCounter,
+              Real fixedRate,
+              Spread spread,
+              const Date& refPeriodStart = Date(),
+              const Date& refPeriodEnd = Date(),
+              const Date& exCouponDate = Date());
+    CPICoupon(Real baseCPI,
+              const Date& baseDate,
+              const Date& paymentDate,
+              Real nominal,
+              const Date& startDate,
+              const Date& endDate,
+              const ext::shared_ptr<ZeroInflationIndex>& index,
+              const Period& observationLag,
+              CPI::InterpolationType observationInterpolation,
+              const DayCounter& dayCounter,
+              Real fixedRate,
+              Spread spread,
               const Date& refPeriodStart = Date(),
               const Date& refPeriodEnd = Date(),
               const Date& exCouponDate = Date());
     Rate fixedRate() const;
     Spread spread() const;
     Rate adjustedIndexGrowth() const;
     Rate indexFixing() const;
+    Real indexRatio(Date d) const;
     Rate baseCPI() const;
     Date baseDate() const;
     CPI::InterpolationType observationInterpolation() const;