DKCPI Class Reference

DK CPI index. More...

#include <qle/indexes/dkcpi.hpp>

Inheritance diagram for DKCPI:

Collaboration diagram for DKCPI:

Public Member Functions
	DenmarkRegion ()
	Period (1, Months)
	DKKCurrency ()

Public Attributes
	__pad0__: ZeroInflationIndex("CPI"
	false
	Monthly

Detailed Description

DK CPI index.

Both CPI and HICP are defined by ISDA for Danish inflation https://www.isda.org/a/EoMDE/2008-inflation-defs.pdf and FpML supports both http://www.fpml.org/spec/coding-scheme/fpml-schemes.html#s5.105 However looking at thing on the internet, e.g. https://e-markets.nordea.com/research/attachment/15539 https://e-markets.nordea.com/api/research/attachment/70696 It appears that DK CPI is the most commonly used

Definition at line 42 of file dkcpi.hpp.

Member Function Documentation

DenmarkRegion()

DenmarkRegion

(

)

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Period()

Period	(	1	,
		Months
	)

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DKKCurrency()

DKKCurrency

(

)

Member Data Documentation

__pad0__

__pad0__

Definition at line 1 of file dkcpi.hpp.

false

false

Definition at line 45 of file dkcpi.hpp.

Monthly

Monthly

Definition at line 45 of file dkcpi.hpp.