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QuantLib::YoYInflationIndex Class Reference

#include <inflationindex.hpp>

Inheritance diagram for QuantLib::YoYInflationIndex:

QuantLib::InflationIndex QuantLib::Index QuantLib::Observer QuantLib::Observable QuantLib::YYEUHICP QuantLib::YYEUHICPr QuantLib::YYUKRPI QuantLib::YYUKRPIr

List of all members.

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.

Definition at line 152 of file inflationindex.hpp.

Public Member Functions

virtual void addFixing (const Date &fixingDate, Real fixing, bool forceOverwrite=false)
 stores the historical fixing at the given date
template<class DateIterator, class ValueIterator>
void addFixings (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false)
 stores historical fixings at the given dates
void addFixings (const TimeSeries< Real > &t, bool forceOverwrite=false)
 stores historical fixings from a TimeSeries
void clearFixings ()
 clears all stored historical fixings
Rate fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const
void notifyObservers ()
bool ratio () const
void registerWith (const boost::shared_ptr< Observable > &)
const TimeSeries< Real > & timeSeries () const
 returns the fixing TimeSeries
void unregisterWith (const boost::shared_ptr< Observable > &)
 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 >())
Handle< YoYInflationTermStructureyoyInflationTermStructure () const
Index interface
void addFixing (const Date &fixingDate, Rate fixing, bool forceOverwrite=false)
Calendar fixingCalendar () const
bool isValidFixingDate (const Date &fixingDate) const
 returns TRUE if the fixing date is a valid one
std::string name () const
 Returns the name of the index.
Period availabilityLag () const
Currency currency () const
std::string familyName () const
Frequency frequency () const
bool interpolated () const
Region region () const
bool revised () const
Observer interface
void update ()

Protected Attributes

Period availabilityLag_
Currency currency_
std::string familyName_
Frequency frequency_
bool interpolated_
Date referenceDate_
Region region_
bool revised_

Private Member Functions

Rate forecastFixing (const Date &fixingDate) const

Private Attributes

bool ratio_
Handle< YoYInflationTermStructureyoyInflation_

The documentation for this class was generated from the following files:

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