- QuantLib
- YoYInflationIndex
Base class for year-on-year inflation indices. More...
#include <ql/indexes/inflationindex.hpp>
Public Member Functions | |
YoYInflationIndex (const std::string &familyName, const Region ®ion, bool revised, bool interpolated, bool ratio, Frequency frequency, const Period &availabilityLag, const Currency ¤cy, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >()) | |
Index interface | |
Rate | fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const |
Other methods | |
bool | ratio () const |
Handle< YoYInflationTermStructure > | yoyInflationTermStructure () const |
boost::shared_ptr < YoYInflationIndex > | clone (const Handle< YoYInflationTermStructure > &h) const |
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.