QuantLib
: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ql
indexes
inflation
ukhicp.hpp
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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
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/*
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Copyright (C) 2022 Skandinaviska Enskilda Banken AB (publ)
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This file is part of QuantLib, a free-software/open-source library
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for financial quantitative analysts and developers - http://quantlib.org/
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QuantLib is free software: you can redistribute it and/or modify it
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under the terms of the QuantLib license. You should have received a
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copy of the license along with this program; if not, please email
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<quantlib-dev@lists.sf.net>. The license is also available online at
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<http://quantlib.org/license.shtml>.
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This program is distributed in the hope that it will be useful, but WITHOUT
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ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
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FOR A PARTICULAR PURPOSE. See the license for more details.
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*/
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/*! \file ukhicp.hpp
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\brief UK HICP index
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*/
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#ifndef quantlib_ukhicp_hpp
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#define quantlib_ukhicp_hpp
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#include <
ql/currencies/europe.hpp
>
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#include <
ql/indexes/inflationindex.hpp
>
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namespace
QuantLib
{
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//! UK HICP index
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class
UKHICP
:
public
ZeroInflationIndex
{
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public
:
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explicit
UKHICP
(
const
Handle<ZeroInflationTermStructure>
& ts = {})
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:
ZeroInflationIndex
(
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"HICP"
,
UKRegion
(),
false
,
Monthly
,
Period
(1,
Months
),
GBPCurrency
(), ts) {}
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};
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}
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#endif
QuantLib::GBPCurrency
British pound sterling.
Definition:
europe.hpp:134
QuantLib::Handle
Shared handle to an observable.
Definition:
handle.hpp:41
QuantLib::Period
Definition:
period.hpp:44
QuantLib::UKHICP
UK HICP index.
Definition:
ukhicp.hpp:33
QuantLib::UKHICP::UKHICP
UKHICP(const Handle< ZeroInflationTermStructure > &ts={})
Definition:
ukhicp.hpp:35
QuantLib::UKRegion
United Kingdom as geographical/economic region.
Definition:
region.hpp:93
QuantLib::ZeroInflationIndex
Base class for zero inflation indices.
Definition:
inflationindex.hpp:150
europe.hpp
European currencies.
QuantLib::Monthly
@ Monthly
once a month
Definition:
frequency.hpp:44
QuantLib::Months
@ Months
Definition:
timeunit.hpp:39
inflationindex.hpp
base classes for inflation indexes
QuantLib
Definition:
any.hpp:35
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