Quoted year-on-year Generic CPI (i.e. not a ratio) More...
#include <genericindexes.hpp>
Inheritance diagram for YYGenericCPI:
Collaboration diagram for YYGenericCPI:
Public Member Functions | |
| YYGenericCPI (Frequency frequency, bool revised, bool interpolated, const Period &lag, const Currency &ccy, const Handle< YoYInflationTermStructure > &ts={}) | |
| Public Member Functions inherited from YoYInflationIndex | |
| YoYInflationIndex (const ext::shared_ptr< ZeroInflationIndex > &underlyingIndex, bool interpolated, Handle< YoYInflationTermStructure > ts={}) | |
| Constructor for year-on-year indices defined as a ratio. More... | |
| YoYInflationIndex (const std::string &familyName, const Region ®ion, bool revised, bool interpolated, Frequency frequency, const Period &availabilityLag, const Currency ¤cy, Handle< YoYInflationTermStructure > ts={}) | |
| Constructor for quoted year-on-year indices. More... | |
| QL_DEPRECATED | YoYInflationIndex (const std::string &familyName, const Region ®ion, bool revised, bool interpolated, bool ratio, Frequency frequency, const Period &availabilityLag, const Currency ¤cy, Handle< YoYInflationTermStructure > ts={}) |
| Old generic constructor for year-on-year indices. More... | |
| Rate | fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const override |
| bool | interpolated () const |
| bool | ratio () const |
| ext::shared_ptr< ZeroInflationIndex > | underlyingIndex () const |
| Handle< YoYInflationTermStructure > | yoyInflationTermStructure () const |
| ext::shared_ptr< YoYInflationIndex > | clone (const Handle< YoYInflationTermStructure > &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 YoYInflationIndex | |
| bool | interpolated_ |
| Protected Attributes inherited from InflationIndex | |
| Date | referenceDate_ |
| std::string | familyName_ |
| Region | region_ |
| bool | revised_ |
| Frequency | frequency_ |
| Period | availabilityLag_ |
| Currency | currency_ |
Detailed Description
Quoted year-on-year Generic CPI (i.e. not a ratio)
Definition at line 57 of file genericindexes.hpp.
Constructor & Destructor Documentation
◆ YYGenericCPI()
| YYGenericCPI | ( | Frequency | frequency, |
| bool | revised, | ||
| bool | interpolated, | ||
| const Period & | lag, | ||
| const Currency & | ccy, | ||
| const Handle< YoYInflationTermStructure > & | ts = {} |
||
| ) |
Definition at line 59 of file genericindexes.hpp.