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Public Member Functions | List of all members
ZeroInflationIndex Class Reference

Base class for zero inflation indices. More...

#include <ql/indexes/inflationindex.hpp>

+ Inheritance diagram for ZeroInflationIndex:
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Public Member Functions

 ZeroInflationIndex (const std::string &familyName, const Region &region, bool revised, Frequency frequency, const Period &availabilityLag, const Currency &currency, Handle< ZeroInflationTermStructure > ts={})
 
QL_DEPRECATED ZeroInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilityLag, const Currency &currency, Handle< ZeroInflationTermStructure > ts={})
 
Index interface
Real fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const override
 
- 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 ()
 

Other methods

Handle< ZeroInflationTermStructurezeroInflation_
 
Handle< ZeroInflationTermStructurezeroInflationTermStructure () const
 
ext::shared_ptr< ZeroInflationIndexclone (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 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

Base class for zero inflation indices.

Definition at line 180 of file inflationindex.hpp.

Constructor & Destructor Documentation

◆ ZeroInflationIndex() [1/2]

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

Definition at line 145 of file inflationindex.cpp.

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◆ ZeroInflationIndex() [2/2]

ZeroInflationIndex ( const std::string &  familyName,
const Region region,
bool  revised,
bool  interpolated,
Frequency  frequency,
const Period availabilityLag,
const Currency currency,
Handle< ZeroInflationTermStructure ts = {} 
)
Deprecated:
Use the constructor without the "interpolated" parameter. Deprecated in version 1.29.

Definition at line 130 of file inflationindex.cpp.

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Member Function Documentation

◆ fixing()

Real fixing ( const Date fixingDate,
bool  forecastTodaysFixing = false 
) const
overridevirtual
Warning:
the forecastTodaysFixing parameter (required by the Index interface) is currently ignored.

Implements InflationIndex.

Definition at line 157 of file inflationindex.cpp.

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◆ zeroInflationTermStructure()

Handle< ZeroInflationTermStructure > zeroInflationTermStructure ( ) const

Definition at line 365 of file inflationindex.hpp.

◆ clone()

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

Definition at line 274 of file inflationindex.cpp.

◆ needsForecast()

bool needsForecast ( const Date fixingDate) const
private

Definition at line 192 of file inflationindex.cpp.

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◆ forecastFixing()

Real forecastFixing ( const Date fixingDate) const
private

Definition at line 235 of file inflationindex.cpp.

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Member Data Documentation

◆ zeroInflation_

Handle<ZeroInflationTermStructure> zeroInflation_
private

Definition at line 220 of file inflationindex.hpp.