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QuantLib_ZeroInflationIndex
Langue: en
Version: 376550 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::ZeroInflationIndex -Base class for zero inflation indices.
SYNOPSIS
#include <ql/indexes/inflationindex.hpp>
Inherits QuantLib::InflationIndex.
Inherited by AUCPI, EUHICP, FRHICP, GenericCPI, UKRPI, and USCPI.
Public Member Functions
ZeroInflationIndex (const std::string &familyName, const Region ®ion, bool revised, bool interpolated, Frequency frequency, const Period &availabilityLag, const Currency ¤cy, const Handle< ZeroInflationTermStructure > &ts=Handle< ZeroInflationTermStructure >())
Always use the evaluation date as the reference date.
Rate fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const
Handle< ZeroInflationTermStructure > zeroInflationTermStructure () const
boost::shared_ptr< ZeroInflationIndex > clone (const Handle< ZeroInflationTermStructure > &h) const
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
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