org.jquantlib.indexes

Class ZeroInflationIndex

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InflationIndex

org.jquantlib.indexes.ZeroInflationIndex

All Implemented Interfaces:

Observable, Observer

Direct Known Subclasses:

EUHICP, UKRPI

public abstract class ZeroInflationIndex
extends InflationIndex

Base class for zero inflation indices.

Constructor Summary

Constructors

Constructor and Description
ZeroInflationIndex(java.lang.String familyName, Region region, boolean revised, boolean interpolated, Frequency frequency, Period availabilityLag, Currency currency)
ZeroInflationIndex(java.lang.String familyName, Region region, boolean revised, boolean interpolated, Frequency frequency, Period availabilityLag, Currency currency, Handle<ZeroInflationTermStructure> zeroInflation)

Method Summary

Modifier and Type	Method and Description
double	fixing(Date fixingDate)
double	fixing(Date fixingDate, boolean forecastTodaysFixing)
Handle<ZeroInflationTermStructure>	zeroInflationTermStructure()

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

ZeroInflationIndex

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

ZeroInflationIndex

public ZeroInflationIndex(java.lang.String familyName,
                          Region region,
                          boolean revised,
                          boolean interpolated,
                          Frequency frequency,
                          Period availabilityLag,
                          Currency currency,
                          Handle<ZeroInflationTermStructure> zeroInflation)

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.

zeroInflationTermStructure

public Handle<ZeroInflationTermStructure> zeroInflationTermStructure()