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Public Member Functions | Protected Attributes

QuantLib::YYFRHICPr Class Reference

Fake year-on-year FR HICP (i.e. a ratio) More...

#include <frhicp.hpp>

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List of all members.

Public Member Functions

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

Protected Attributes

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

Detailed Description

Fake year-on-year FR HICP (i.e. a ratio)

Definition at line 68 of file frhicp.hpp.


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

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