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QuantLib_YYGenericCPIr
Langue: en
Version: 377317 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::YYGenericCPIr -Fake year-on-year GenericCPI (i.e. a ratio).
SYNOPSIS
#include <ql/experimental/inflation/genericindexes.hpp>
Inherits QuantLib::YoYInflationIndex.
Public Member Functions
YYGenericCPIr (Frequency frequency, bool revised, bool interpolated, const Period &lag, const Currency &ccy, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >())
Detailed Description
Fake year-on-year GenericCPI (i.e. a ratio).
Author
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