QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
Loading...
Searching...
No Matches
USCPI Class Reference

US CPI index. More...

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

Inheritance diagram for USCPI:

Public Member Functions

 USCPI (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< ZeroInflationTermStructurezeroInflationTermStructure () const
ext::shared_ptr< ZeroInflationIndexclone (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 &)
Observableoperator= (const Observable &)
 Observable (Observable &&)=delete
Observableoperator= (Observable &&)=delete
void notifyObservers ()
Public Member Functions inherited from Observer
 Observer (const Observer &)
Observeroperator= (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< Observablenotifier () const
Date referenceDate_
std::string familyName_
Region region_
bool revised_
Frequency frequency_
Period availabilityLag_
Currency currency_

Detailed Description

US CPI index.