QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.12
Public Member Functions | List of all members
YoYInflationIndex Class Reference

Base class for year-on-year inflation indices. More...

#include <ql/indexes/inflationindex.hpp>

+ Inheritance diagram for YoYInflationIndex:

Public Member Functions

 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 >())
 
Index interface
Rate fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const
 
Other methods
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< iterator, bool > registerWith (const boost::shared_ptr< Observable > &)
 
void registerWithObservables (const boost::shared_ptr< Observer > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 
virtual void deepUpdate ()
 

Additional Inherited Members

- Public Types inherited from Observer
typedef std::set< boost::shared_ptr< Observable > > set_type
 
typedef set_type::iterator iterator
 
- Protected Attributes inherited from InflationIndex
Date referenceDate_
 
std::string familyName_
 
Region region_
 
bool revised_
 
bool interpolated_
 
Frequency frequency_
 
Period availabilityLag_
 
Currency currency_
 

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.

Member Function Documentation

◆ fixing()

Rate fixing ( const Date fixingDate,
bool  forecastTodaysFixing = false 
) const
virtual
Warning:
the forecastTodaysFixing parameter (required by the Index interface) is currently ignored.

Implements InflationIndex.