FRCPI Class Reference

French CPI index. More...

#include <qle/indexes/frcpi.hpp>

Inheritance diagram for FRCPI:

Collaboration diagram for FRCPI:

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

Detailed Description

French CPI index.

Definition at line 31 of file frcpi.hpp.

Constructor & Destructor Documentation

FRCPI() [1/2]

FRCPI

(

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

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

)

Definition at line 33 of file frcpi.hpp.

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

FRCPI() [2/2]

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

Definition at line 39 of file frcpi.hpp.

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