ZeroInflationIndex Class Reference

Base class for zero inflation indices. More...

#include <ql/indexes/inflationindex.hpp>

Inheritance diagram for ZeroInflationIndex:

Public Member Functions
	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.
Index interface
Rate	fixing (const Date &fixingDate, bool forecastTodaysFixing=false) 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. 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
Public Member Functions inherited from Index
const TimeSeries< Real > &	timeSeries () const
	returns the fixing TimeSeries
virtual bool	allowsNativeFixings ()
	check if index allows for native fixings. More...
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
Public Member Functions inherited from Observable
	Observable (const Observable &)
Observable &	operator= (const Observable &)
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 ()

Other methods
Handle< ZeroInflationTermStructure >	zeroInflationTermStructure () const
ext::shared_ptr< ZeroInflationIndex >	clone (const Handle< ZeroInflationTermStructure > &h) const

Additional Inherited Members
Public Types inherited from Observer
typedef boost::unordered_set< ext::shared_ptr< Observable > >	set_type
typedef set_type::iterator	iterator
Protected Attributes inherited from InflationIndex
Date	referenceDate_
std::string	familyName_
Region	region_
bool	revised_
bool	interpolated_
Frequency	frequency_
Period	availabilityLag_
Currency	currency_

Detailed Description

Base class for zero inflation indices.

Member Function Documentation

fixing()

Rate fixing ( const Date &  fixingDate, bool  forecastTodaysFixing = false  ) const

virtual

Warning:

the forecastTodaysFixing parameter (required by the Index interface) is currently ignored.

Implements InflationIndex.