USCPI Class Reference

US CPI index. More...

#include <uscpi.hpp>

Inheritance diagram for USCPI:

Collaboration diagram for USCPI:

Public Member Functions
	USCPI (const Handle< ZeroInflationTermStructure > &ts={})
Public Member Functions inherited from ZeroInflationIndex
	ZeroInflationIndex (const std::string &familyName, const Region &region, bool revised, Frequency frequency, const Period &availabilityLag, const Currency &currency, 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
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 InflationIndex
Date	referenceDate_
std::string	familyName_
Region	region_
bool	revised_
Frequency	frequency_
Period	availabilityLag_
Currency	currency_

Detailed Description

US CPI index.

Definition at line 34 of file uscpi.hpp.

Constructor & Destructor Documentation

USCPI()

USCPI ( const Handle< ZeroInflationTermStructure > &  ts = {} )

explicit

Definition at line 36 of file uscpi.hpp.