YoYInflationIndex Class Reference

Base class for year-on-year inflation indices. More...

#include <ql/indexes/inflationindex.hpp>

Inheritance diagram for YoYInflationIndex:

List of all members.

Public Member Functions

 YoYInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, bool ratio, Frequency frequency, const Period &availabilityLag, const Currency &currency, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >())
Rate fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const
bool ratio () const
Handle< YoYInflationTermStructureyoyInflationTermStructure () const
boost::shared_ptr
< YoYInflationIndex
clone (const Handle< YoYInflationTermStructure > &h) const


Detailed Description

Base class for year-on-year inflation indices.

These may be genuine indices published on, say, Bloomberg, or "fake" indices that are defined as the ratio of an index at different time points.


Member Function Documentation

Rate fixing ( const Date fixingDate,
bool  forecastTodaysFixing = false 
) const [virtual]

Warning:
the forecastTodaysFixing parameter (required by the Index interface) is currently ignored.

Implements InflationIndex.