- QuantLib
- GenericCPI
Generic CPI index. More...
#include <ql/experimental/inflation/genericindexes.hpp>
Public Member Functions | |
GenericCPI (Frequency frequency, bool revised, bool interpolated, const Period &lag, const Currency &ccy, const Handle< ZeroInflationTermStructure > &ts=Handle< ZeroInflationTermStructure >()) |
Generic CPI index.