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QuantLib_YYUKRPI
Langue: en
Version: 376701 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::YYUKRPI -Genuine year-on-year UK RPI (i.e. not a ratio of UK RPI).
SYNOPSIS
#include <ql/indexes/inflation/ukrpi.hpp>
Inherits QuantLib::YoYInflationIndex.
Public Member Functions
YYUKRPI (bool interpolated, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >())
Detailed Description
Genuine year-on-year UK RPI (i.e. not a ratio of UK RPI).
Author
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