YoYInflationIndex Class Reference
Base class for year-on-year inflation indices. More...
#include <ql/indexes/inflationindex.hpp>
Inheritance diagram for YoYInflationIndex:

Public Member Functions | |
YoYInflationIndex (const std::string &familyName, const Region ®ion, bool revised, bool interpolated, bool ratio, Frequency frequency, const Period &availabilityLag, const Currency ¤cy, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >()) | |
Rate | fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const |
bool | ratio () const |
Handle< YoYInflationTermStructure > | yoyInflationTermStructure () 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
Implements InflationIndex.