org.jquantlib.indexes

Class YoYInflationIndex

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InflationIndex

org.jquantlib.indexes.YoYInflationIndex

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

YYEUHICP, YYEUHICPr, YYUKRPI, YYUKRPIr

public abstract class YoYInflationIndex
extends InflationIndex

Base class for year-on-year inflation indices. These may be genuine indices published on, say, Bloomberg, or "fake" indices that are defined as the ratio of an index at different time points.

Constructor Summary

Constructors

Constructor and Description
YoYInflationIndex(java.lang.String familyName, Region region, boolean revised, boolean interpolated, boolean ratio, Frequency frequency, Period availabilityLag, Currency currency)
YoYInflationIndex(java.lang.String familyName, Region region, boolean revised, boolean interpolated, boolean ratio, Frequency frequency, Period availabilityLag, Currency currency, Handle<YoYInflationTermStructure> yoyInflation)

Method Summary

Modifier and Type	Method and Description
double	fixing(Date fixingDate)
double	fixing(Date fixingDate, boolean forecastTodaysFixing)
boolean	ratio()
Handle<YoYInflationTermStructure>	yoyInflationTermStructure()

Methods inherited from class org.jquantlib.indexes.InflationIndex

addFixing, availabilityLag, currency, familyName, fixingCalendar, frequency, interpolated, isValidFixingDate, name, region, revised, update

Methods inherited from class org.jquantlib.indexes.Index

addFixing, addFixings, addObserver, clearFixings, countObservers, deleteObserver, deleteObservers, getObservers, notifyObservers, notifyObservers, timeSeries

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

YoYInflationIndex

public YoYInflationIndex(java.lang.String familyName,
                         Region region,
                         boolean revised,
                         boolean interpolated,
                         boolean ratio,
                         Frequency frequency,
                         Period availabilityLag,
                         Currency currency)

YoYInflationIndex

public YoYInflationIndex(java.lang.String familyName,
                         Region region,
                         boolean revised,
                         boolean interpolated,
                         boolean ratio,
                         Frequency frequency,
                         Period availabilityLag,
                         Currency currency,
                         Handle<YoYInflationTermStructure> yoyInflation)

Method Detail

fixing

public double fixing(Date fixingDate)

Overrides:

fixing in class Index

fixing

public double fixing(Date fixingDate,
                     boolean forecastTodaysFixing)

Specified by:

fixing in class Index

Returns:

the fixing at the given date. The date passed as arguments must be the actual calendar date of the fixing; no settlement days must be used.

yoyInflationTermStructure

public Handle<YoYInflationTermStructure> yoyInflationTermStructure()

ratio

public boolean ratio()