QuantLib: a free/open-source library for quantitative finance
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aucpi.hpp
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1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 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 aucpi.hpp
22 \brief Australian CPI inflation indexes
23*/
24
25#ifndef quantlib_aucpi_hpp
26#define quantlib_aucpi_hpp
27
30
31namespace QuantLib {
32
33 //! AU CPI index (either quarterly or annual)
34 class AUCPI : public ZeroInflationIndex {
35 public:
37 bool revised,
40 "CPI", AustraliaRegion(), revised, frequency, Period(2, Months), AUDCurrency(), ts) {}
41 };
42
43
44 //! Quoted year-on-year AU CPI (i.e. not a ratio)
45 class YYAUCPI : public YoYInflationIndex {
46 public:
48 bool revised,
49 bool interpolated,
51 : YoYInflationIndex("YY_CPI",
53 revised,
56 Period(2, Months),
58 ts) {}
59 };
60
61
63
64 //! Year-on-year AUCPI (i.e. a ratio)
65 /*! \deprecated Pass the AUCPI index to YoYInflationIndex instead.
66 Deprecated in version 1.31.
67 */
68 class [[deprecated("Pass the AUCPI index to YoYInflationIndex instead")]] YYAUCPIr : public YoYInflationIndex {
69 public:
71 bool revised,
72 bool interpolated,
74 : YoYInflationIndex("YYR_CPI",
76 revised,
77 interpolated,
78 true,
79 frequency,
80 Period(2, Months),
82 ts) {}
83 };
84
86}
87
88#endif
AU CPI index (either quarterly or annual)
Definition: aucpi.hpp:34
AUCPI(Frequency frequency, bool revised, const Handle< ZeroInflationTermStructure > &ts={})
Definition: aucpi.hpp:36
Australian dollar.
Definition: oceania.hpp:45
Australia as geographical/economic region.
Definition: region.hpp:75
Shared handle to an observable.
Definition: handle.hpp:41
Frequency frequency() const
Quoted year-on-year AU CPI (i.e. not a ratio)
Definition: aucpi.hpp:45
YYAUCPI(Frequency frequency, bool revised, bool interpolated, const Handle< YoYInflationTermStructure > &ts={})
Definition: aucpi.hpp:47
Year-on-year AUCPI (i.e. a ratio)
Definition: aucpi.hpp:68
YYAUCPIr(Frequency frequency, bool revised, bool interpolated, const Handle< YoYInflationTermStructure > &ts={})
Definition: aucpi.hpp:70
Base class for year-on-year inflation indices.
Base class for zero inflation indices.
Frequency
Frequency of events.
Definition: frequency.hpp:37
base classes for inflation indexes
Definition: any.hpp:35
Oceanian currencies.
#define QL_DEPRECATED_DISABLE_WARNING
Definition: qldefines.hpp:216
#define QL_DEPRECATED_ENABLE_WARNING
Definition: qldefines.hpp:217