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QuantLib::YYUKRPI Class Reference

#include <ukrpi.hpp>

Inheritance diagram for QuantLib::YYUKRPI:

QuantLib::YoYInflationIndex QuantLib::InflationIndex QuantLib::Index QuantLib::Observer QuantLib::Observable

List of all members.


Detailed Description

Genuine year-on-year UK RPI (i.e. not a ratio of UK RPI).

Definition at line 50 of file ukrpi.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
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
 YYUKRPI (bool interpolated, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >())
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.
Inspectors
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_

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

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