QuantLib_GenericCPI

Langue: en

Version: 375725 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

QuantLib::GenericCPI -

Generic CPI index.

SYNOPSIS


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

Inherits QuantLib::ZeroInflationIndex.

Public Member Functions


GenericCPI (Frequency frequency, bool revised, bool interpolated, const Period &lag, const Currency &ccy, const Handle< ZeroInflationTermStructure > &ts=Handle< ZeroInflationTermStructure >())

Detailed Description

Generic CPI index.

Author

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