QuantLib_YYUKRPIr

Langue: en

Autres versions - même langue

Version: 380214 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::YYUKRPIr -

Fake year-on-year UK RPI (i.e. a ratio of UK RPI).

SYNOPSIS


#include <ql/indexes/inflation/ukrpi.hpp>

Inherits QuantLib::YoYInflationIndex.

Public Member Functions


YYUKRPIr (bool interpolated, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >())

Detailed Description

Fake year-on-year UK RPI (i.e. a ratio of UK RPI).

Author

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