CACPI Class Reference

Canadian CPI index. More...

#include <qle/indexes/cacpi.hpp>

Inheritance diagram for CACPI:

Collaboration diagram for CACPI:

Public Member Functions
	CACPI (const QuantLib::Handle< QuantLib::ZeroInflationTermStructure > &ts=QuantLib::Handle< QuantLib::ZeroInflationTermStructure >())
QL_DEPRECATED_DISABLE_WARNING QL_DEPRECATED	CACPI (bool interpolated, const QuantLib::Handle< QuantLib::ZeroInflationTermStructure > &ts=QuantLib::Handle< QuantLib::ZeroInflationTermStructure >())

Detailed Description

Canadian CPI index.

Definition at line 33 of file cacpi.hpp.

Constructor & Destructor Documentation

CACPI() [1/2]

CACPI

(

const QuantLib::Handle< QuantLib::ZeroInflationTermStructure > &

ts = QuantLib::Handle<QuantLib::ZeroInflationTermStructure>()

)

Definition at line 35 of file cacpi.hpp.

        : QuantLib::ZeroInflationIndex("CPI", CanadaRegion(), false, QuantLib::Monthly,
                                       QuantLib::Period(1, QuantLib::Months), QuantLib::CADCurrency(), ts) {}

CACPI() [2/2]

QL_DEPRECATED_DISABLE_WARNING QL_DEPRECATED CACPI	(	bool	interpolated,
		const QuantLib::Handle< QuantLib::ZeroInflationTermStructure > &	ts = QuantLib::Handle<QuantLib::ZeroInflationTermStructure>()
	)

Definition at line 42 of file cacpi.hpp.

        : QuantLib::ZeroInflationIndex("CPI", CanadaRegion(), false, interpolated, QuantLib::Monthly,
                                       QuantLib::Period(1, QuantLib::Months), QuantLib::CADCurrency(), ts) {}