Collaboration diagram for CPI:

Public Types
enum	InterpolationType { AsIndex , Flat , Linear }
	when you observe an index, how do you interpolate between fixings? More...

Static Public Member Functions
static Real	laggedFixing (const ext::shared_ptr< ZeroInflationIndex > &index, const Date &date, const Period &observationLag, InterpolationType interpolationType)
	interpolated inflation fixing More...

Detailed Description

Definition at line 38 of file inflationindex.hpp.

Member Enumeration Documentation

when you observe an index, how do you interpolate between fixings?

Enumerator
AsIndex	same interpolation as index
Flat	flat from previous fixing
Linear	linearly between bracketing fixings

Definition at line 40 of file inflationindex.hpp.

Real laggedFixing	(	const ext::shared_ptr< ZeroInflationIndex > &	index,
		const Date &	date,
		const Period &	observationLag,
		CPI::InterpolationType	interpolationType
	)

static

interpolated inflation fixing

Parameters

index	The index whose fixing should be retrieved
date	The date without lag; usually, the payment date for some inflation-based coupon.
observationLag	The observation lag to be subtracted from the passed date; for instance, if the passed date is in May and the lag is three months, the inflation fixing from February (and March, in case of interpolation) will be observed.
interpolationType	The interpolation type (flat or linear)

Definition at line 28 of file inflationindex.cpp.

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