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QuantLib_ZeroInflationIndex

NAME

QuantLib::ZeroInflationIndex -

Base class for zero inflation indices.

SYNOPSIS

#include <ql/indexes/inflationindex.hpp>

Inherits QuantLib::InflationIndex.

Inherited by AUCPI, EUHICP, FRHICP, GenericCPI, UKRPI, and USCPI.

Public Member Functions

ZeroInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilityLag, const Currency &currency, const Handle< ZeroInflationTermStructure > &ts=Handle< ZeroInflationTermStructure >())
Always use the evaluation date as the reference date.
Rate fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const

Handle< ZeroInflationTermStructure > zeroInflationTermStructure () const

boost::shared_ptr< ZeroInflationIndex > clone (const Handle< ZeroInflationTermStructure > &h) const

Detailed Description

Base class for zero inflation indices.

Member Function Documentation

Rate fixing (const Date & fixingDate, bool forecastTodaysFixing = false) const [virtual]Warning

the forecastTodaysFixing parameter (required by the Index interface) is currently ignored.

Implements InflationIndex.

Author

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