GenericCPI Class Reference

Generic CPI index. More...

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

Inheritance diagram for GenericCPI:

Public Member Functions
	GenericCPI (Frequency frequency, bool revised, const Period &lag, const Currency &ccy, const Handle< ZeroInflationTermStructure > &ts={})
Public Member Functions inherited from ZeroInflationIndex
	ZeroInflationIndex (const std::string &familyName, const Region &region, bool revised, Frequency frequency, const Period &availabilityLag, const Currency &currency, Handle< ZeroInflationTermStructure > ts={})
Real	fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const override
Real	pastFixing (const Date &fixingDate) const override
	returns a past fixing at the given date
Date	lastFixingDate () const
Handle< ZeroInflationTermStructure >	zeroInflationTermStructure () const
ext::shared_ptr< ZeroInflationIndex >	clone (const Handle< ZeroInflationTermStructure > &h) const
bool	needsForecast (const Date &fixingDate) const
Public Member Functions inherited from InflationIndex
	InflationIndex (std::string familyName, Region region, bool revised, Frequency frequency, const Period &availabilitiyLag, Currency currency)
std::string	name () const override
	Returns the name of the index.
Calendar	fixingCalendar () const override
bool	isValidFixingDate (const Date &) const override
	returns TRUE if the fixing date is a valid one
void	addFixing (const Date &fixingDate, Rate fixing, bool forceOverwrite=false) override
std::string	familyName () const
Region	region () const
bool	revised () const
Frequency	frequency () const
Period	availabilityLag () const
Currency	currency () const
Public Member Functions inherited from Index
bool	hasHistoricalFixing (const Date &fixingDate) const
	returns whether a historical fixing was stored for the given date
const TimeSeries< Real > &	timeSeries () const
	returns the fixing TimeSeries
virtual bool	allowsNativeFixings ()
	check if index allows for native fixings.
void	update () override
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 &)
Observable &	operator= (const Observable &)
	Observable (Observable &&)=delete
Observable &	operator= (Observable &&)=delete
void	notifyObservers ()
Public Member Functions inherited from Observer
	Observer (const Observer &)
Observer &	operator= (const Observer &)
std::pair< iterator, bool >	registerWith (const ext::shared_ptr< Observable > &)
void	registerWithObservables (const ext::shared_ptr< Observer > &)
Size	unregisterWith (const ext::shared_ptr< Observable > &)
void	unregisterWithAll ()
virtual void	deepUpdate ()

Additional Inherited Members
Public Types inherited from Observer
typedef set_type::iterator	iterator
ext::shared_ptr< Observable >	notifier () const
Date	referenceDate_
std::string	familyName_
Region	region_
bool	revised_
Frequency	frequency_
Period	availabilityLag_
Currency	currency_

Detailed Description

Generic CPI index.