QuantLib_ZeroInflationIndex man page

ZeroInflationIndex — Base class for zero inflation indices.

Synopsis

#include <ql/indexes/inflationindex.hpp>

Inherits InflationIndex.

Inherited by AUCPI, EUHICP, EUHICPXT, FRHICP, GenericCPI, UKRPI, USCPI, and ZACPI.

Public Member Functions

ZeroInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilityLag, const Currency &currency, const Handle< ZeroInflationTermStructure > &ts=Handle< ZeroInflationTermStructure >())
Always use the evaluation date as the reference date.

Index interface

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

Other methods

Handle< ZeroInflationTermStructure > zeroInflationTermStructure () const

boost::shared_ptr< ZeroInflationIndex > clone (const Handle< ZeroInflationTermStructure > &h) const

Additional Inherited Members

Detailed Description

Base class for zero inflation indices.

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

ZeroInflationIndex(3) and zeroInflationTermStructure(3) are aliases of QuantLib_ZeroInflationIndex(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib