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<title>QuantLib: ZeroInflationIndex 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_zero_inflation_index.html">ZeroInflationIndex</a></div>
<h1>ZeroInflationIndex Class Reference</h1><!-- doxytag: class="QuantLib::ZeroInflationIndex" --><!-- doxytag: inherits="QuantLib::InflationIndex" --><code>#include <ql/indexes/inflationindex.hpp></code>
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Inheritance diagram for ZeroInflationIndex:</div>
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<p><center><img src="class_quant_lib_1_1_zero_inflation_index__inherit__graph.png" border="0" usemap="#_zero_inflation_index__inherit__map" alt="Inheritance graph"></center>
<map name="_zero_inflation_index__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_e_u_h_i_c_p.html" title="EU HICP index." alt="" coords="5,161,80,188"><area shape="rect" href="class_quant_lib_1_1_u_k_r_p_i.html" title="UK Retail Price Inflation Index." alt="" coords="104,161,168,188"><area shape="rect" href="class_quant_lib_1_1_inflation_index.html" title="Base class for inflation-rate indexes,." alt="" coords="35,7,144,33"></map>
<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center></div>
<p>
<a href="class_quant_lib_1_1_zero_inflation_index-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Base class for zero inflation indices. <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="405cafaa1c2d2ba680a5ef10bc818dd6"></a><!-- doxytag: member="QuantLib::ZeroInflationIndex::ZeroInflationIndex" ref="405cafaa1c2d2ba680a5ef10bc818dd6" args="(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 >())" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_zero_inflation_index.html#405cafaa1c2d2ba680a5ef10bc818dd6">ZeroInflationIndex</a> (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> &availabilityLag, const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> &currency, const <a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_zero_inflation_term_structure.html">ZeroInflationTermStructure</a> > &ts=<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a>< <a class="el" href="class_quant_lib_1_1_zero_inflation_term_structure.html">ZeroInflationTermStructure</a> >())</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Always use the evaluation date as the reference date. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><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_zero_inflation_index.html#1c776ca10de744b29a4d051102003eb9">fixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate, bool forecastTodaysFixing=false) const </td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="cf5b670819c59ca5e110cf091924587a"></a><!-- doxytag: member="QuantLib::ZeroInflationIndex::zeroInflationTermStructure" ref="cf5b670819c59ca5e110cf091924587a" args="() const " -->
<a class="el" href="class_quant_lib_1_1_handle.html">Handle</a><br>
< <a class="el" href="class_quant_lib_1_1_zero_inflation_term_structure.html">ZeroInflationTermStructure</a> > </td><td class="memItemRight" valign="bottom"><b>zeroInflationTermStructure</b> () const </td></tr>
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<hr><h2>Member Function Documentation</h2>
<a class="anchor" name="1c776ca10de744b29a4d051102003eb9"></a><!-- doxytag: member="QuantLib::ZeroInflationIndex::fixing" ref="1c776ca10de744b29a4d051102003eb9" args="(const Date &fixingDate, bool forecastTodaysFixing=false) const " -->
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<td class="memname"><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>
<td></td>
<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></td><td width="100%"> const<code> [virtual]</code></td>
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<p>
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_inflation_index.html#815d0c772e8124096a2a6bad10638c8a">InflationIndex</a>.</p>
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