QuantLib: a free/open-source library for quantitative finance
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ukrpi.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2007, 2009 Chris Kenyon
5 Copyright (C) 2021 Ralf Konrad Eckel
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
21/*! \file ukrpi.hpp
22 \brief %UKRPI index
23*/
24
25#ifndef quantlib_ukrpi_hpp
26#define quantlib_ukrpi_hpp
27
30
31namespace QuantLib {
32
33 //! UK Retail Price Inflation Index
34 class UKRPI : public ZeroInflationIndex {
35 public:
38 "RPI", UKRegion(), false, Monthly, Period(1, Months), GBPCurrency(), ts) {}
39 };
40
41
42 //! Quoted year-on-year UK RPI (i.e. not a ratio of UK RPI)
43 class YYUKRPI : public YoYInflationIndex {
44 public:
45 explicit YYUKRPI(
46 bool interpolated,
48 : YoYInflationIndex("YY_RPI",
49 UKRegion(),
50 false,
52 Monthly,
53 Period(1, Months),
55 ts) {}
56 };
57
58
60
61 //! Year-on-year UK RPI (i.e. a ratio of UK RPI)
62 /*! \deprecated Pass the UKRPI index to YoYInflationIndex instead.
63 Deprecated in version 1.31.
64 */
65 class [[deprecated("Pass the UKRPI index to YoYInflationIndex instead")]] YYUKRPIr : public YoYInflationIndex {
66 public:
67 explicit YYUKRPIr(
68 bool interpolated,
70 : YoYInflationIndex("YYR_RPI",
71 UKRegion(),
72 false,
73 interpolated,
74 true,
75 Monthly,
76 Period(1, Months),
78 ts) {}
79 };
80
82}
83
84
85#endif
British pound sterling.
Definition: europe.hpp:134
Shared handle to an observable.
Definition: handle.hpp:41
UK Retail Price Inflation Index.
Definition: ukrpi.hpp:34
UKRPI(const Handle< ZeroInflationTermStructure > &ts={})
Definition: ukrpi.hpp:36
United Kingdom as geographical/economic region.
Definition: region.hpp:93
Quoted year-on-year UK RPI (i.e. not a ratio of UK RPI)
Definition: ukrpi.hpp:43
YYUKRPI(bool interpolated, const Handle< YoYInflationTermStructure > &ts={})
Definition: ukrpi.hpp:45
Year-on-year UK RPI (i.e. a ratio of UK RPI)
Definition: ukrpi.hpp:65
YYUKRPIr(bool interpolated, const Handle< YoYInflationTermStructure > &ts={})
Definition: ukrpi.hpp:67
Base class for year-on-year inflation indices.
Base class for zero inflation indices.
European currencies.
@ Monthly
once a month
Definition: frequency.hpp:44
base classes for inflation indexes
Definition: any.hpp:35
#define QL_DEPRECATED_DISABLE_WARNING
Definition: qldefines.hpp:216
#define QL_DEPRECATED_ENABLE_WARNING
Definition: qldefines.hpp:217