QuantLib::YYUKRPI Class Reference
#include <ukrpi.hpp>
Inheritance diagram for QuantLib::YYUKRPI:
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< YoYInflationTermStructure > | yoyInflationTermStructure () 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:
- QuantLib-1.0b2/ql/indexes/inflation/ukrpi.hpp