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QuantLib_YoYInflationIndex

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 &region, bool revised, bool interpolated, bool ratio, Frequency frequency, const Period &availabilityLag, const Currency &currency, 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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