Fake year-on-year UK RPI (i.e. a ratio of UK RPI) More...
#include <ql/indexes/inflation/ukrpi.hpp>
Public Member Functions | |
YYUKRPIr (bool interpolated, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >()) | |
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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 |
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InflationIndex (const std::string &familyName, const Region ®ion, bool revised, bool interpolated, Frequency frequency, const Period &availabilitiyLag, const Currency ¤cy) | |
std::string | name () const |
Returns the name of the index. More... | |
Calendar | fixingCalendar () const |
bool | isValidFixingDate (const Date &) 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 |
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const TimeSeries< Real > & | timeSeries () const |
returns the fixing TimeSeries | |
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 | |
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Observable (const Observable &) | |
Observable & | operator= (const Observable &) |
void | notifyObservers () |
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Observer (const Observer &) | |
Observer & | operator= (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 | |
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Date | referenceDate_ |
std::string | familyName_ |
Region | region_ |
bool | revised_ |
bool | interpolated_ |
Frequency | frequency_ |
Period | availabilityLag_ |
Currency | currency_ |
Fake year-on-year UK RPI (i.e. a ratio of UK RPI)