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Public Member Functions | List of all members
YYFRHICP Class Reference

Quoted year-on-year FR HICP (i.e. not a ratio) More...

#include <ql/indexes/inflation/frhicp.hpp>

+ Inheritance diagram for YYFRHICP:
+ Collaboration diagram for YYFRHICP:

Public Member Functions

 YYFRHICP (bool interpolated, 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 &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilityLag, const Currency &currency, Handle< YoYInflationTermStructure > ts={})
 Constructor for quoted year-on-year indices. More...
 
QL_DEPRECATED YoYInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, bool ratio, Frequency frequency, const Period &availabilityLag, const Currency &currency, 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< ZeroInflationIndexunderlyingIndex () const
 
Handle< YoYInflationTermStructureyoyInflationTermStructure () const
 
ext::shared_ptr< YoYInflationIndexclone (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)
 
QL_DEPRECATED InflationIndex (std::string familyName, Region region, bool revised, bool interpolated, 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
 
QL_DEPRECATED bool interpolated () 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 &)
 
Observableoperator= (const Observable &)
 
 Observable (Observable &&)=delete
 
Observableoperator= (Observable &&)=delete
 
virtual ~Observable ()=default
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer ()=default
 
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
virtual ~Observer ()
 
std::pair< iterator, boolregisterWith (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_
 
QL_DEPRECATED bool interpolated_ = false
 

Detailed Description

Quoted year-on-year FR HICP (i.e. not a ratio)

Definition at line 56 of file frhicp.hpp.

Constructor & Destructor Documentation

◆ YYFRHICP()

YYFRHICP ( bool  interpolated,
const Handle< YoYInflationTermStructure > &  ts = {} 
)
explicit

Definition at line 58 of file frhicp.hpp.