UKRPI Class Reference

UK Retail Price Inflation Index. More...

#include <ql/indexes/inflation/ukrpi.hpp>

Inheritance diagram for UKRPI:

Public Member Functions

 UKRPI (bool interpolated, const Handle< ZeroInflationTermStructure > &ts=Handle< ZeroInflationTermStructure >())
 
- Public Member Functions inherited from ZeroInflationIndex
 ZeroInflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilityLag, const Currency &currency, const Handle< ZeroInflationTermStructure > &ts=Handle< ZeroInflationTermStructure >())
 Always use the evaluation date as the reference date.
 
Rate fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const
 
Handle
< ZeroInflationTermStructure
zeroInflationTermStructure () const
 
boost::shared_ptr
< ZeroInflationIndex
clone (const Handle< ZeroInflationTermStructure > &h) const
 
- Public Member Functions inherited from InflationIndex
 InflationIndex (const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilitiyLag, const Currency &currency)
 
std::string name () const
 Returns the name of the index.
 
Calendar fixingCalendar () const
 
bool isValidFixingDate (const Date &fixingDate) const
 returns TRUE if the fixing date is a valid one
 
void addFixing (const Date &fixingDate, Rate fixing, bool forceOverwrite=false)
 
void update ()
 
std::string familyName () const
 
Region region () const
 
bool revised () const
 
bool interpolated () const
 
Frequency frequency () const
 
Period availabilityLag () const
 
Currency currency () const
 
- Public Member Functions inherited from Index
const TimeSeries< Real > & timeSeries () const
 returns the fixing TimeSeries
 
void addFixings (const TimeSeries< Real > &t, bool forceOverwrite=false)
 stores historical fixings from a TimeSeries
 
template<class DateIterator , class ValueIterator >
void addFixings (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false)
 stores historical fixings at the given dates
 
void clearFixings ()
 clears all stored historical fixings
 
- Public Member Functions inherited from Observable
 Observable (const Observable &)
 
Observableoperator= (const Observable &)
 
void notifyObservers ()
 
- Public Member Functions inherited from Observer
 Observer (const Observer &)
 
Observeroperator= (const Observer &)
 
std::pair< std::set
< boost::shared_ptr
< Observable > >::iterator,
bool > 
registerWith (const boost::shared_ptr< Observable > &)
 
Size unregisterWith (const boost::shared_ptr< Observable > &)
 
void unregisterWithAll ()
 

Additional Inherited Members

- Protected Attributes inherited from InflationIndex
Date referenceDate_
 
std::string familyName_
 
Region region_
 
bool revised_
 
bool interpolated_
 
Frequency frequency_
 
Period availabilityLag_
 
Currency currency_
 

Detailed Description

UK Retail Price Inflation Index.