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QuantLib_YoYInflationIndex
Langue: en
Version: 375458 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
Sommaire
NAME
QuantLib::YoYInflationIndex -Base class for year-on-year inflation indices.
SYNOPSIS
#include <ql/indexes/inflationindex.hpp>
Inherits QuantLib::InflationIndex.
Inherited by YYAUCPI, YYAUCPIr, YYEUHICP, YYEUHICPr, YYFRHICP, YYFRHICPr, YYGenericCPI, YYGenericCPIr, YYUKRPI, YYUKRPIr, YYUSCPI, and YYUSCPIr.
Public Member Functions
YoYInflationIndex (const std::string &familyName, const Region ®ion, bool revised, bool interpolated, bool ratio, Frequency frequency, const Period &availabilityLag, const Currency ¤cy, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >())
Rate fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const
bool ratio () const
Handle< YoYInflationTermStructure > yoyInflationTermStructure () const
boost::shared_ptr< YoYInflationIndex > clone (const Handle< YoYInflationTermStructure > &h) const
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
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