Base class for zero inflation indices. More...

#include <inflationindex.hpp>

Inheritance diagram for ZeroInflationIndex:

Collaboration diagram for ZeroInflationIndex:

Public Member Functions
	ZeroInflationIndex (const std::string &familyName, const Region &region, bool revised, Frequency frequency, const Period &availabilityLag, const Currency &currency, Handle< ZeroInflationTermStructure > ts={})

Index interface
Real	fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const override

Real	pastFixing (const Date &fixingDate) const override
	returns a past fixing at the given date More...

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

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...

virtual Real	pastFixing (const Date &fixingDate) const
	returns a past 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...

void	update () override

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 ()=default

	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 ()

Other methods
Handle< ZeroInflationTermStructure >	zeroInflation_

Date	lastFixingDate () const

Handle< ZeroInflationTermStructure >	zeroInflationTermStructure () const

ext::shared_ptr< ZeroInflationIndex >	clone (const Handle< ZeroInflationTermStructure > &h) const

bool	needsForecast (const Date &fixingDate) const

Real	forecastFixing (const Date &fixingDate) const

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator

Protected Member Functions inherited from Index
ext::shared_ptr< Observable >	notifier () const

Protected Attributes inherited from InflationIndex
Date	referenceDate_

std::string	familyName_

Region	region_

bool	revised_

Frequency	frequency_

Period	availabilityLag_

Currency	currency_

Detailed Description

Base class for zero inflation indices.

Definition at line 153 of file inflationindex.hpp.

Constructor & Destructor Documentation

◆ ZeroInflationIndex()

ZeroInflationIndex	(	const std::string &	familyName,
		const Region &	region,
		bool	revised,
		Frequency	frequency,
		const Period &	availabilityLag,
		const Currency &	currency,
		Handle< ZeroInflationTermStructure >	ts = `{}`
	)