|
| ZACPI (const Handle< ZeroInflationTermStructure > &ts={}) |
|
| 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 |
|
| 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 |
|
| ~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...
|
|
| Observable () |
|
| Observable (const Observable &) |
|
Observable & | operator= (const Observable &) |
|
| Observable (Observable &&)=delete |
|
Observable & | operator= (Observable &&)=delete |
|
virtual | ~Observable ()=default |
|
void | notifyObservers () |
|
| 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 () |
|
South African Consumer Price Inflation Index.
Definition at line 34 of file zacpi.hpp.