QuantLib_YoYInflationIndex man page

YoYInflationIndex — Base class for year-on-year inflation indices.

Synopsis

#include <ql/indexes/inflationindex.hpp>

Inherits InflationIndex.

Inherited by YYAUCPI, YYAUCPIr, YYEUHICP, YYEUHICPr, YYEUHICPXT, YYFRHICP, YYFRHICPr, YYGenericCPI, YYGenericCPIr, YYUKRPI, YYUKRPIr, YYUSCPI, YYUSCPIr, YYZACPI, and YYZACPIr.

Public Member Functions

YoYInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, bool ratio, Frequency frequency, const Period &availabilityLag, const Currency &currency, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >())

Index interface

Rate fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const

Other methods

bool ratio () const

Handle< YoYInflationTermStructure > yoyInflationTermStructure () const

boost::shared_ptr< YoYInflationIndex > clone (const Handle< YoYInflationTermStructure > &h) const

Additional Inherited Members

Detailed Description

Base class for year-on-year inflation indices.

These may be genuine indices published on, say, Bloomberg, or 'fake' indices that are defined as the ratio of an index at different time points.

Member Function Documentation

Rate fixing (const Date & fixingDate, bool forecastTodaysFixing = false) const [virtual]

Warning

the forecastTodaysFixing parameter (required by the Index interface) is currently ignored.

Implements InflationIndex.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

ratio(3), YoYInflationIndex(3) and yoyInflationTermStructure(3) are aliases of QuantLib_YoYInflationIndex(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib