org.jquantlib.indexes.inflation

Class YYUKRPIr

java.lang.Object

org.jquantlib.indexes.Index

org.jquantlib.indexes.InflationIndex

org.jquantlib.indexes.YoYInflationIndex

org.jquantlib.indexes.inflation.YYUKRPIr

All Implemented Interfaces:

Observable, Observer

public class YYUKRPIr
extends YoYInflationIndex

Fake year-on-year UK RPI (i.e. a ratio of UK RPI)

Constructor Summary

Constructors

Constructor and Description
YYUKRPIr(Frequency frequency, boolean revised, boolean interpolated)
YYUKRPIr(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

YYUKRPIr

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

YYUKRPIr

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