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<title>QuantLib: InflationIndex Class Reference</title>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_inflation_index.html">InflationIndex</a></div>
<h1>InflationIndex Class Reference</h1><!-- doxytag: class="QuantLib::InflationIndex" --><!-- doxytag: inherits="QuantLib::Index,QuantLib::Observer" --><code>#include <ql/indexes/inflationindex.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for InflationIndex:</div>
<div class="dynsection">
<p><center><img src="class_quant_lib_1_1_inflation_index__inherit__graph.png" border="0" usemap="#_inflation_index__inherit__map" alt="Inheritance graph"></center>
<map name="_inflation_index__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_yo_y_inflation_index.html" title="Base class for year-on-year inflation indices." alt="" coords="5,161,139,188"><area shape="rect" href="class_quant_lib_1_1_zero_inflation_index.html" title="Base class for zero inflation indices." alt="" coords="163,161,301,188"><area shape="rect" href="class_quant_lib_1_1_index.html" title="purely virtual base class for indexes" alt="" coords="79,7,135,33"><area shape="rect" href="class_quant_lib_1_1_observer.html" title="Object that gets notified when a given observable changes." alt="" coords="159,7,239,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_inflation_index-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Base class for inflation-rate indexes,. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="08a953a7e2c9faae6d595913aae0893b"></a><!-- doxytag: member="QuantLib::InflationIndex::InflationIndex" ref="08a953a7e2c9faae6d595913aae0893b" args="(const std::string &familyName, const Region &region, bool revised, bool interpolated, Frequency frequency, const Period &availabilitiyLag, const Currency &currency)" -->
</td><td class="memItemRight" valign="bottom"><b>InflationIndex</b> (const std::string &familyName, const <a class="el" href="class_quant_lib_1_1_region.html">Region</a> &region, bool revised, bool interpolated, <a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> frequency, const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> &availabilitiyLag, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &currency)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Index interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#37627d5d5bba7f4a8690c71c2ab3cb07">name</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Returns the name of the index. <a href="#37627d5d5bba7f4a8690c71c2ab3cb07"></a><br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#bd47d61ed23fb73440b0c02534236330">fixingCalendar</a> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a279f27f1bb152aa71ff980f0bae2727"></a><!-- doxytag: member="QuantLib::InflationIndex::isValidFixingDate" ref="a279f27f1bb152aa71ff980f0bae2727" args="(const Date &fixingDate) const " -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#a279f27f1bb152aa71ff980f0bae2727">isValidFixingDate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">returns TRUE if the fixing date is a valid one <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">virtual <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#815d0c772e8124096a2a6bad10638c8a">fixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate, bool forecastTodaysFixing=false) const =0</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#a8992ffa6a24397eda41c2a7ac458c97">addFixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate, <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> fixing, bool forceOverwrite=false)</td></tr>
<tr><td colspan="2"><div class="groupHeader">Observer interface</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#c5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr><td colspan="2"><div class="groupHeader">Inspectors</div></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="270dc2fcae13173748f2f3edddd92727"></a><!-- doxytag: member="QuantLib::InflationIndex::familyName" ref="270dc2fcae13173748f2f3edddd92727" args="() const " -->
std::string </td><td class="memItemRight" valign="bottom"><b>familyName</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="304741bfa4f39cb526cb58694ba21b72"></a><!-- doxytag: member="QuantLib::InflationIndex::region" ref="304741bfa4f39cb526cb58694ba21b72" args="() const " -->
<a class="el" href="class_quant_lib_1_1_region.html">Region</a> </td><td class="memItemRight" valign="bottom"><b>region</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="55fadd1d6444ec9683aef9abcf28f0c8"></a><!-- doxytag: member="QuantLib::InflationIndex::revised" ref="55fadd1d6444ec9683aef9abcf28f0c8" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>revised</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#40c4f14701638cfb8f7ce2ce9cbeabf3">interpolated</a> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="70fafd3d3f212d824101e977784dbcf5"></a><!-- doxytag: member="QuantLib::InflationIndex::frequency" ref="70fafd3d3f212d824101e977784dbcf5" args="() const " -->
<a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency</b> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#1a96e907a4fa3ef48090f8febb6ef80e">availabilityLag</a> () const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f41171847c0cf98154d62bb7f71f3070"></a><!-- doxytag: member="QuantLib::InflationIndex::currency" ref="f41171847c0cf98154d62bb7f71f3070" args="() const " -->
<a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> </td><td class="memItemRight" valign="bottom"><b>currency</b> () const </td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3e22290961d6b56dce069c1c4fda6386"></a><!-- doxytag: member="QuantLib::InflationIndex::referenceDate_" ref="3e22290961d6b56dce069c1c4fda6386" args="" -->
<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>referenceDate_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cabfc12151f5d68c514dcea66310b07b"></a><!-- doxytag: member="QuantLib::InflationIndex::familyName_" ref="cabfc12151f5d68c514dcea66310b07b" args="" -->
std::string </td><td class="memItemRight" valign="bottom"><b>familyName_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e317ee96b7d55086990324e05fe08b8d"></a><!-- doxytag: member="QuantLib::InflationIndex::region_" ref="e317ee96b7d55086990324e05fe08b8d" args="" -->
<a class="el" href="class_quant_lib_1_1_region.html">Region</a> </td><td class="memItemRight" valign="bottom"><b>region_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f2fa7e8f9bd566705c7e223c70a18bc3"></a><!-- doxytag: member="QuantLib::InflationIndex::revised_" ref="f2fa7e8f9bd566705c7e223c70a18bc3" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>revised_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2a2ae12e77e0ac75d12813f693958b4a"></a><!-- doxytag: member="QuantLib::InflationIndex::interpolated_" ref="2a2ae12e77e0ac75d12813f693958b4a" args="" -->
bool </td><td class="memItemRight" valign="bottom"><b>interpolated_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e358763dc753768bb42e898365204a9a"></a><!-- doxytag: member="QuantLib::InflationIndex::frequency_" ref="e358763dc753768bb42e898365204a9a" args="" -->
<a class="el" href="group__datetime.html#g6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="56ed474676ed281c13e46b111268048a"></a><!-- doxytag: member="QuantLib::InflationIndex::availabilityLag_" ref="56ed474676ed281c13e46b111268048a" args="" -->
<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>availabilityLag_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9b8209f252ea1344d7fa6de58bc1102a"></a><!-- doxytag: member="QuantLib::InflationIndex::currency_" ref="9b8209f252ea1344d7fa6de58bc1102a" args="" -->
<a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> </td><td class="memItemRight" valign="bottom"><b>currency_</b></td></tr>
</table>
<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="37627d5d5bba7f4a8690c71c2ab3cb07"></a><!-- doxytag: member="QuantLib::InflationIndex::name" ref="37627d5d5bba7f4a8690c71c2ab3cb07" args="() const " -->
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<td class="memname">std::string name </td>
<td>(</td>
<td class="paramname"> </td>
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<td width="100%"> const<code> [virtual]</code></td>
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<p>
Returns the name of the index.
<p>
<dl compact><dt><b><a class="el" href="caveats.html#_caveats000013">Warning:</a></b></dt><dd>This method is used for output and comparison between indexes. It is <b>not</b> meant to be used for writing switch-on-type code. </dd></dl>
<p>Implements <a class="el" href="class_quant_lib_1_1_index.html#7f04e718c6856c4d3d77a496b6acad0d">Index</a>.</p>
</div>
</div><p>
<a class="anchor" name="bd47d61ed23fb73440b0c02534236330"></a><!-- doxytag: member="QuantLib::InflationIndex::fixingCalendar" ref="bd47d61ed23fb73440b0c02534236330" args="() const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> fixingCalendar </td>
<td>(</td>
<td class="paramname"> </td>
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<td width="100%"> const<code> [virtual]</code></td>
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Inflation indices do not have fixing calendars. An inflation index value is valid for every day (including weekends) of a calendar period. I.e. it uses the <a class="el" href="class_quant_lib_1_1_null_calendar.html" title="Calendar for reproducing theoretical calculations.">NullCalendar</a> as its fixing calendar.
<p>Implements <a class="el" href="class_quant_lib_1_1_index.html#017c78ebe125418dde1aacb7c610265a">Index</a>.</p>
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</div><p>
<a class="anchor" name="815d0c772e8124096a2a6bad10638c8a"></a><!-- doxytag: member="QuantLib::InflationIndex::fixing" ref="815d0c772e8124096a2a6bad10638c8a" args="(const Date &fixingDate, bool forecastTodaysFixing=false) const =0" -->
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<td class="memname">virtual <a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> fixing </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>fixingDate</em>, </td>
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<td class="paramkey"></td>
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<td class="paramtype">bool </td>
<td class="paramname"> <em>forecastTodaysFixing</em> = <code>false</code></td><td> </td>
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<td></td><td></td><td width="100%"> const<code> [pure virtual]</code></td>
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Forecasting index values requires an inflation term structure. The inflation term structure (ITS) defines the usual lag (not the index). I.e. an ITS is always relatve to a base date that is earlier than its asof date. This must be so because indices are available only with a lag. However, the index availability lag only sets a minimum lag for the ITS. An ITS may be relative to an earlier date, e.g. an index may have a 2-month delay in publication but the inflation swaps may take as their base the index 3 months before.
<p>Implements <a class="el" href="class_quant_lib_1_1_index.html#3fe8532d0a96ae0ba25ac781e150aa37">Index</a>.</p>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html#1c776ca10de744b29a4d051102003eb9">ZeroInflationIndex</a>, and <a class="el" href="class_quant_lib_1_1_yo_y_inflation_index.html#1c776ca10de744b29a4d051102003eb9">YoYInflationIndex</a>.</p>
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<a class="anchor" name="a8992ffa6a24397eda41c2a7ac458c97"></a><!-- doxytag: member="QuantLib::InflationIndex::addFixing" ref="a8992ffa6a24397eda41c2a7ac458c97" args="(const Date &fixingDate, Rate fixing, bool forceOverwrite=false)" -->
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<td class="memname">void addFixing </td>
<td>(</td>
<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </td>
<td class="paramname"> <em>fixingDate</em>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype"><a class="el" href="group__types.html#gede435af51236692b1107d7639581d39">Rate</a> </td>
<td class="paramname"> <em>fixing</em>, </td>
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<td class="paramtype">bool </td>
<td class="paramname"> <em>forceOverwrite</em> = <code>false</code></td><td> </td>
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<p>
this method creates all the "fixings" for the relevant period of the index. E.g. for monthly indices it will put the same value in every calendar day in the month.
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<a class="anchor" name="c5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::InflationIndex::update" ref="c5c54df7ed3b930268c8d7752c101725" args="()" -->
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<td class="memname">void update </td>
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This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
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<a class="anchor" name="40c4f14701638cfb8f7ce2ce9cbeabf3"></a><!-- doxytag: member="QuantLib::InflationIndex::interpolated" ref="40c4f14701638cfb8f7ce2ce9cbeabf3" args="() const " -->
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<td class="memname">bool interpolated </td>
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Forecasting index values using an inflation term structure uses the interpolation of the inflation term structure unless interpolation is set to false. In this case the extrapolated values are constant within each period taking the mid-period extrapolated value.
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<a class="anchor" name="1a96e907a4fa3ef48090f8febb6ef80e"></a><!-- doxytag: member="QuantLib::InflationIndex::availabilityLag" ref="1a96e907a4fa3ef48090f8febb6ef80e" args="() const " -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_period.html">Period</a> availabilityLag </td>
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The availability lag describes when the index is <em>available</em>, not how it is used. Specifically the fixing for, say, January, may only be available in April but the index will always return the index value applicable for January as its January fixing (independent of the lag in availability).
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