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<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_inflation_index.html">InflationIndex</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
<a href="class_quant_lib_1_1_inflation_index-members.html">List of all members</a> </div>
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<div class="title">InflationIndex Class Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
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<div class="contents">
<p>Base class for inflation-rate indexes,.
<a href="class_quant_lib_1_1_inflation_index.html#details">More...</a></p>
<p><code>#include <ql/indexes/inflationindex.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
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<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a08a953a7e2c9faae6d595913aae0893b"><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#a08a953a7e2c9faae6d595913aae0893b">InflationIndex</a> (const std::string &familyName, const <a class="el" href="class_quant_lib_1_1_region.html">Region</a> &region, bool revised, bool <a class="el" href="class_quant_lib_1_1_inflation_index.html#a387f78c7b46a0e836e1ad668780cd340">interpolated</a>, <a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">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 class="separator:a08a953a7e2c9faae6d595913aae0893b"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Index interface</div></td></tr>
<tr class="memitem:a1d89c28bd42ba9a52da008bb69367171"><td class="memItemLeft" align="right" valign="top">std::string </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#a1d89c28bd42ba9a52da008bb69367171">name</a> () const</td></tr>
<tr class="memdesc:a1d89c28bd42ba9a52da008bb69367171"><td class="mdescLeft"> </td><td class="mdescRight">Returns the name of the index. <a href="class_quant_lib_1_1_inflation_index.html#a1d89c28bd42ba9a52da008bb69367171">More...</a><br /></td></tr>
<tr class="separator:a1d89c28bd42ba9a52da008bb69367171"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a50b393670cb5180b20b27beed91eb2bd"><td class="memItemLeft" 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#a50b393670cb5180b20b27beed91eb2bd">fixingCalendar</a> () const</td></tr>
<tr class="separator:a50b393670cb5180b20b27beed91eb2bd"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab9d031d4ae821bcb452fb6441bb2739a"><td class="memItemLeft" align="right" valign="top"><a id="ab9d031d4ae821bcb452fb6441bb2739a"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#ab9d031d4ae821bcb452fb6441bb2739a">isValidFixingDate</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &) const</td></tr>
<tr class="memdesc:ab9d031d4ae821bcb452fb6441bb2739a"><td class="mdescLeft"> </td><td class="mdescRight">returns TRUE if the fixing date is a valid one <br /></td></tr>
<tr class="separator:ab9d031d4ae821bcb452fb6441bb2739a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ab2e953a50a4d61d840d72c13c4789ea6"><td class="memItemLeft" align="right" valign="top"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#ab2e953a50a4d61d840d72c13c4789ea6">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 class="separator:ab2e953a50a4d61d840d72c13c4789ea6"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa8992ffa6a24397eda41c2a7ac458c97"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#aa8992ffa6a24397eda41c2a7ac458c97">addFixing</a> (const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> &fixingDate, <a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> <a class="el" href="class_quant_lib_1_1_inflation_index.html#ab2e953a50a4d61d840d72c13c4789ea6">fixing</a>, bool forceOverwrite=false)</td></tr>
<tr class="separator:aa8992ffa6a24397eda41c2a7ac458c97"><td class="memSeparator" colspan="2"> </td></tr>
<tr><td colspan="2"><div class="groupHeader">Observer interface</div></td></tr>
<tr class="memitem:ac5c54df7ed3b930268c8d7752c101725"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#ac5c54df7ed3b930268c8d7752c101725">update</a> ()</td></tr>
<tr class="separator:ac5c54df7ed3b930268c8d7752c101725"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_index"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_index')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_index.html">Index</a></td></tr>
<tr class="memitem:adb5212d6af227d9d3d251bbf39ba11a6 inherit pub_methods_class_quant_lib_1_1_index"><td class="memItemLeft" align="right" valign="top"><a id="adb5212d6af227d9d3d251bbf39ba11a6"></a>
const <a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#adb5212d6af227d9d3d251bbf39ba11a6">timeSeries</a> () const</td></tr>
<tr class="memdesc:adb5212d6af227d9d3d251bbf39ba11a6 inherit pub_methods_class_quant_lib_1_1_index"><td class="mdescLeft"> </td><td class="mdescRight">returns the fixing <a class="el" href="class_quant_lib_1_1_time_series.html" title="Container for historical data.">TimeSeries</a> <br /></td></tr>
<tr class="separator:adb5212d6af227d9d3d251bbf39ba11a6 inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a4d511459f4bbc7cc8598b479d2ac4faf inherit pub_methods_class_quant_lib_1_1_index"><td class="memItemLeft" align="right" valign="top">virtual bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#a4d511459f4bbc7cc8598b479d2ac4faf">allowsNativeFixings</a> ()</td></tr>
<tr class="memdesc:a4d511459f4bbc7cc8598b479d2ac4faf inherit pub_methods_class_quant_lib_1_1_index"><td class="mdescLeft"> </td><td class="mdescRight">check if index allows for native fixings. <a href="class_quant_lib_1_1_index.html#a4d511459f4bbc7cc8598b479d2ac4faf">More...</a><br /></td></tr>
<tr class="separator:a4d511459f4bbc7cc8598b479d2ac4faf inherit pub_methods_class_quant_lib_1_1_index"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a7508199daa86b2f60ad153454b944558 inherit pub_methods_class_quant_lib_1_1_index"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#a7508199daa86b2f60ad153454b944558">addFixings</a> (const <a class="el" href="class_quant_lib_1_1_time_series.html">TimeSeries</a>< <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> > &t, bool forceOverwrite=false)</td></tr>
<tr class="memdesc:a7508199daa86b2f60ad153454b944558 inherit pub_methods_class_quant_lib_1_1_index"><td class="mdescLeft"> </td><td class="mdescRight">stores historical fixings from a <a class="el" href="class_quant_lib_1_1_time_series.html" title="Container for historical data.">TimeSeries</a> <a href="class_quant_lib_1_1_index.html#a7508199daa86b2f60ad153454b944558">More...</a><br /></td></tr>
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<tr class="memitem:ac5a81c6efaef1986836098611234389a inherit pub_methods_class_quant_lib_1_1_index"><td class="memTemplParams" colspan="2">template<class DateIterator , class ValueIterator > </td></tr>
<tr class="memitem:ac5a81c6efaef1986836098611234389a inherit pub_methods_class_quant_lib_1_1_index"><td class="memTemplItemLeft" align="right" valign="top">void </td><td class="memTemplItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#ac5a81c6efaef1986836098611234389a">addFixings</a> (DateIterator dBegin, DateIterator dEnd, ValueIterator vBegin, bool forceOverwrite=false)</td></tr>
<tr class="memdesc:ac5a81c6efaef1986836098611234389a inherit pub_methods_class_quant_lib_1_1_index"><td class="mdescLeft"> </td><td class="mdescRight">stores historical fixings at the given dates <a href="class_quant_lib_1_1_index.html#ac5a81c6efaef1986836098611234389a">More...</a><br /></td></tr>
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void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_index.html#a45034f65c461ffc15eb4679b02dde6c1">clearFixings</a> ()</td></tr>
<tr class="memdesc:a45034f65c461ffc15eb4679b02dde6c1 inherit pub_methods_class_quant_lib_1_1_index"><td class="mdescLeft"> </td><td class="mdescRight">clears all stored historical fixings <br /></td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observable"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observable')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a></td></tr>
<tr class="memitem:a840dd96e33a304cbf681d357de7f48d0 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a id="a840dd96e33a304cbf681d357de7f48d0"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observable</b> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a522aacdd0f2408fe5e46527a6db999b4 inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top"><a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a522aacdd0f2408fe5e46527a6db999b4">operator=</a> (const <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> &)</td></tr>
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<tr class="memitem:a397546715bfc5aedd1d16dd202a19d4c inherit pub_methods_class_quant_lib_1_1_observable"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observable.html#a397546715bfc5aedd1d16dd202a19d4c">notifyObservers</a> ()</td></tr>
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<tr class="inherit_header pub_methods_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
<tr class="memitem:af6a9d3ca0b7f388f3b7ccb1eccf11f63 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top"><a id="af6a9d3ca0b7f388f3b7ccb1eccf11f63"></a>
 </td><td class="memItemRight" valign="bottom"><b>Observer</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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<a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> & </td><td class="memItemRight" valign="bottom"><b>operator=</b> (const <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> &)</td></tr>
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std::pair< iterator, bool > </td><td class="memItemRight" valign="bottom"><b>registerWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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<tr class="memitem:a51d57eb97a3a57312a47bda29235f182 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a51d57eb97a3a57312a47bda29235f182">registerWithObservables</a> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a> > &)</td></tr>
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<a class="el" href="group__types.html#gaf38bdb4c54463b1f456655efa95b5c77">Size</a> </td><td class="memItemRight" valign="bottom"><b>unregisterWith</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > &)</td></tr>
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void </td><td class="memItemRight" valign="bottom"><b>unregisterWithAll</b> ()</td></tr>
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<tr class="memitem:a3d53f9669c128dadc74a5d044a7c8e68 inherit pub_methods_class_quant_lib_1_1_observer"><td class="memItemLeft" align="right" valign="top">virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_observer.html#a3d53f9669c128dadc74a5d044a7c8e68">deepUpdate</a> ()</td></tr>
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</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
Inspectors</h2></td></tr>
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<a class="el" href="class_quant_lib_1_1_date.html">Date</a> </td><td class="memItemRight" valign="bottom"><b>referenceDate_</b></td></tr>
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std::string </td><td class="memItemRight" valign="bottom"><b>familyName_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_region.html">Region</a> </td><td class="memItemRight" valign="bottom"><b>region_</b></td></tr>
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bool </td><td class="memItemRight" valign="bottom"><b>revised_</b></td></tr>
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<tr class="memitem:a2a2ae12e77e0ac75d12813f693958b4a"><td class="memItemLeft" align="right" valign="top"><a id="a2a2ae12e77e0ac75d12813f693958b4a"></a>
bool </td><td class="memItemRight" valign="bottom"><b>interpolated_</b></td></tr>
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<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_period.html">Period</a> </td><td class="memItemRight" valign="bottom"><b>availabilityLag_</b></td></tr>
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<a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> </td><td class="memItemRight" valign="bottom"><b>currency_</b></td></tr>
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std::string </td><td class="memItemRight" valign="bottom"><b>familyName</b> () const</td></tr>
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<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>
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bool </td><td class="memItemRight" valign="bottom"><b>revised</b> () const</td></tr>
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<tr class="memitem:a387f78c7b46a0e836e1ad668780cd340"><td class="memItemLeft" align="right" valign="top">bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_inflation_index.html#a387f78c7b46a0e836e1ad668780cd340">interpolated</a> () const</td></tr>
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<a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td><td class="memItemRight" valign="bottom"><b>frequency</b> () const</td></tr>
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<tr class="memitem:aee01d8031542a0054a2b5fe5d06bde1c"><td class="memItemLeft" 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#aee01d8031542a0054a2b5fe5d06bde1c">availabilityLag</a> () const</td></tr>
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<tr class="memitem:ada359925de6dec4db3d8488e64a46fcf"><td class="memItemLeft" align="right" valign="top"><a id="ada359925de6dec4db3d8488e64a46fcf"></a>
<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>
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<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="inherited"></a>
Additional Inherited Members</h2></td></tr>
<tr class="inherit_header pub_types_class_quant_lib_1_1_observer"><td colspan="2" onclick="javascript:toggleInherit('pub_types_class_quant_lib_1_1_observer')"><img src="closed.png" alt="-"/> Public Types inherited from <a class="el" href="class_quant_lib_1_1_observer.html">Observer</a></td></tr>
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typedef boost::unordered_set< ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_observable.html">Observable</a> > > </td><td class="memItemRight" valign="bottom"><b>set_type</b></td></tr>
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typedef set_type::iterator </td><td class="memItemRight" valign="bottom"><b>iterator</b></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Base class for inflation-rate indexes,. </p>
</div><h2 class="groupheader">Constructor & Destructor Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#a08a953a7e2c9faae6d595913aae0893b">◆ </a></span>InflationIndex()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_inflation_index.html">InflationIndex</a> </td>
<td>(</td>
<td class="paramtype">const std::string & </td>
<td class="paramname"><em>familyName</em>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_region.html">Region</a> & </td>
<td class="paramname"><em>region</em>, </td>
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<td class="paramtype">bool </td>
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<td class="paramtype">bool </td>
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<td class="paramtype"><a class="el" href="group__datetime.html#ga6d41db8ba0ea90d22df35889df452ada">Frequency</a> </td>
<td class="paramname"><em>frequency</em>, </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_period.html">Period</a> & </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_currency.html">Currency</a> & </td>
<td class="paramname"><em>currency</em> </td>
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<td>)</td>
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<p>An inflation index may return interpolated values. These are linearly interpolated values with act/act convention within a period. Note that stored "fixings" are always flat (constant) within a period and interpolated as needed. This is because interpolation adds an addional availability lag (because you always need the next period to give the previous period's value) and enables storage of the most recent uninterpolated value. </p>
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<h2 class="groupheader">Member Function Documentation</h2>
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<h2 class="memtitle"><span class="permalink"><a href="#a1d89c28bd42ba9a52da008bb69367171">◆ </a></span>name()</h2>
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<td class="memname">std::string name </td>
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<p>Returns the name of the index. </p>
<dl class="caveats"><dt><b><a class="el" href="caveats.html#_caveats000038">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#a7f04e718c6856c4d3d77a496b6acad0d">Index</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a50b393670cb5180b20b27beed91eb2bd">◆ </a></span>fixingCalendar()</h2>
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<td class="memname"><a class="el" href="class_quant_lib_1_1_calendar.html">Calendar</a> fixingCalendar </td>
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<p>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>
<p>Implements <a class="el" href="class_quant_lib_1_1_index.html#a017c78ebe125418dde1aacb7c610265a">Index</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#ab2e953a50a4d61d840d72c13c4789ea6">◆ </a></span>fixing()</h2>
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<td class="memname"><a class="el" href="group__types.html#gaede435af51236692b1107d7639581d39">Rate</a> fixing </td>
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<td class="paramname"><em>fixingDate</em>, </td>
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<td class="paramname"><em>forecastTodaysFixing</em> = <code>false</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>
<p>Implements <a class="el" href="class_quant_lib_1_1_index.html#a3fe8532d0a96ae0ba25ac781e150aa37">Index</a>.</p>
<p>Implemented in <a class="el" href="class_quant_lib_1_1_yo_y_inflation_index.html#a700a136096f8caff21a6244efa074658">YoYInflationIndex</a>, and <a class="el" href="class_quant_lib_1_1_zero_inflation_index.html#a700a136096f8caff21a6244efa074658">ZeroInflationIndex</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#aa8992ffa6a24397eda41c2a7ac458c97">◆ </a></span>addFixing()</h2>
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<td class="memname">void addFixing </td>
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<td class="paramtype">const <a class="el" href="class_quant_lib_1_1_date.html">Date</a> & </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. </p>
<p>Reimplemented from <a class="el" href="class_quant_lib_1_1_index.html#a7a90b939ae6213878841b3a7d08776bd">Index</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#ac5c54df7ed3b930268c8d7752c101725">◆ </a></span>update()</h2>
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<td class="memname">void update </td>
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<p>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>
<p>Implements <a class="el" href="class_quant_lib_1_1_observer.html#a99b02345a8a15d3c5ea2844a2253f510">Observer</a>.</p>
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<h2 class="memtitle"><span class="permalink"><a href="#a387f78c7b46a0e836e1ad668780cd340">◆ </a></span>interpolated()</h2>
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<p>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. </p>
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<h2 class="memtitle"><span class="permalink"><a href="#aee01d8031542a0054a2b5fe5d06bde1c">◆ </a></span>availabilityLag()</h2>
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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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<p>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). </p>
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