org.jquantlib.indexes.inflation

Class YYUKRPI

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InflationIndex

org.jquantlib.indexes.YoYInflationIndex

org.jquantlib.indexes.inflation.YYUKRPI

All Implemented Interfaces:

Observable, Observer

public class YYUKRPI
extends YoYInflationIndex

Genuine year-on-year UK RPI (i.e. not a ratio of UK RPI)

Constructor Summary

Constructors

Constructor and Description
YYUKRPI(Frequency frequency, boolean revised, boolean interpolated)
YYUKRPI(Frequency frequency, boolean revised, boolean interpolated, Handle<YoYInflationTermStructure> termStructure)

Method Summary

Methods inherited from class org.jquantlib.indexes.YoYInflationIndex

fixing, fixing, ratio, 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

YYUKRPI

public YYUKRPI(Frequency frequency,
               boolean revised,
               boolean interpolated)

YYUKRPI

public YYUKRPI(Frequency frequency,
               boolean revised,
               boolean interpolated,
               Handle<YoYInflationTermStructure> termStructure)