YYGenericCPI Class Reference

Genuine year-on-year Generic CPI (i.e. not a ratio). More...

#include <ql/experimental/inflation/genericindexes.hpp>

Inheritance diagram for YYGenericCPI:

List of all members.

Public Member Functions

 YYGenericCPI (Frequency frequency, bool revised, bool interpolated, const Period &lag, const Currency &ccy, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >())


Detailed Description

Genuine year-on-year Generic CPI (i.e. not a ratio).