QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | List of all members
YYGenericCPIr Class Reference

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

#include <ql/experimental/inflation/genericindexes.hpp>

+ Inheritance diagram for YYGenericCPIr:

Public Member Functions

 YYGenericCPIr (Frequency frequency, bool revised, bool interpolated, const Period &lag, const Currency &ccy, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >())
 
- Public Member Functions inherited from YoYInflationIndex
 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< YoYInflationTermStructureyoyInflationTermStructure () const
 
boost::shared_ptr< YoYInflationIndexclone (const Handle< YoYInflationTermStructure > &h) const
 
- Public Member Functions inherited from InflationIndex
 InflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilitiyLag, const Currency &currency)
 
std::string name () const
 Returns the name of the index. More...
 
Calendar fixingCalendar () const
 
bool isValidFixingDate (const Date &) const
 returns TRUE if the fixing date is a valid one
 
void addFixing (const Date &fixingDate, Rate fixing, bool forceOverwrite=false)
 
void update ()
 
std::string familyName () const
 
Region region () const
 
bool revised () const
 
bool interpolated () const
 
Frequency frequency () const
 
Period availabilityLag () const
 
Currency currency () const
 
- Public Member Functions inherited from Index
const TimeSeries< Real > & timeSeries () const
 returns the fixing TimeSeries
 
virtual bool allowsNativeFixings ()
 check if index allows for native fixings. More...
 
void addFixings (const TimeSeries< Real > &t, bool forceOverwrite=false)
 stores historical fixings from a TimeSeries More...
 
template<class DateIterator , class ValueIterator >
void addFixings (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false)
 stores historical fixings at the given dates More...
 
void clearFixings ()
 clears all stored historical fixings
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
std::pair< std::set< boost::shared_ptr< Observable > >::iterator, bool > registerWith (const boost::shared_ptr< Observable > &)
 
void registerWithObservables (const boost::shared_ptr< Observer > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 

Additional Inherited Members

- Protected Attributes inherited from InflationIndex
Date referenceDate_
 
std::string familyName_
 
Region region_
 
bool revised_
 
bool interpolated_
 
Frequency frequency_
 
Period availabilityLag_
 
Currency currency_
 

Detailed Description

Fake year-on-year GenericCPI (i.e. a ratio)