QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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EU HICP index. More...
#include <euhicp.hpp>
Public Member Functions | |
EUHICP (const Handle< ZeroInflationTermStructure > &ts={}) | |
Public Member Functions inherited from ZeroInflationIndex | |
ZeroInflationIndex (const std::string &familyName, const Region ®ion, bool revised, Frequency frequency, const Period &availabilityLag, const Currency ¤cy, Handle< ZeroInflationTermStructure > ts={}) | |
Real | fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const override |
Date | lastFixingDate () const |
Handle< ZeroInflationTermStructure > | zeroInflationTermStructure () const |
ext::shared_ptr< ZeroInflationIndex > | clone (const Handle< ZeroInflationTermStructure > &h) const |
Public Member Functions inherited from InflationIndex | |
InflationIndex (std::string familyName, Region region, bool revised, Frequency frequency, const Period &availabilitiyLag, Currency currency) | |
std::string | name () const override |
Returns the name of the index. More... | |
Calendar | fixingCalendar () const override |
bool | isValidFixingDate (const Date &) const override |
returns TRUE if the fixing date is a valid one More... | |
void | addFixing (const Date &fixingDate, Rate fixing, bool forceOverwrite=false) override |
void | update () override |
std::string | familyName () const |
Region | region () const |
bool | revised () const |
Frequency | frequency () const |
Period | availabilityLag () const |
Currency | currency () const |
Public Member Functions inherited from Index | |
~Index () override=default | |
virtual std::string | name () const =0 |
Returns the name of the index. More... | |
virtual Calendar | fixingCalendar () const =0 |
returns the calendar defining valid fixing dates More... | |
virtual bool | isValidFixingDate (const Date &fixingDate) const =0 |
returns TRUE if the fixing date is a valid one More... | |
bool | hasHistoricalFixing (const Date &fixingDate) const |
returns whether a historical fixing was stored for the given date More... | |
virtual Real | fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const =0 |
returns the fixing at the given date More... | |
const TimeSeries< Real > & | timeSeries () const |
returns the fixing TimeSeries More... | |
virtual bool | allowsNativeFixings () |
check if index allows for native fixings. More... | |
virtual void | addFixing (const Date &fixingDate, Real fixing, bool forceOverwrite=false) |
stores the historical fixing at the given date More... | |
void | addFixings (const TimeSeries< Real > &t, bool forceOverwrite=false) |
stores historical fixings from a TimeSeries More... | |
template<class DateIterator , class ValueIterator > | |
void | addFixings (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false) |
stores historical fixings at the given dates More... | |
void | clearFixings () |
clears all stored historical fixings More... | |
Public Member Functions inherited from Observable | |
Observable () | |
Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
Observable (Observable &&)=delete | |
Observable & | operator= (Observable &&)=delete |
virtual | ~Observable ()=default |
void | notifyObservers () |
Public Member Functions inherited from Observer | |
Observer ()=default | |
Observer (const Observer &) | |
Observer & | operator= (const Observer &) |
virtual | ~Observer () |
std::pair< iterator, bool > | registerWith (const ext::shared_ptr< Observable > &) |
void | registerWithObservables (const ext::shared_ptr< Observer > &) |
Size | unregisterWith (const ext::shared_ptr< Observable > &) |
void | unregisterWithAll () |
virtual void | update ()=0 |
virtual void | deepUpdate () |
Additional Inherited Members | |
Public Types inherited from Observer | |
typedef set_type::iterator | iterator |
Protected Attributes inherited from InflationIndex | |
Date | referenceDate_ |
std::string | familyName_ |
Region | region_ |
bool | revised_ |
Frequency | frequency_ |
Period | availabilityLag_ |
Currency | currency_ |
EU HICP index.
Definition at line 35 of file euhicp.hpp.
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explicit |
Definition at line 37 of file euhicp.hpp.