/*
Copyright (C) 2011 Tim Blackler
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
package org.jquantlib.indexes.inflation;
import org.jquantlib.currencies.Europe.EURCurrency;
import org.jquantlib.indexes.EURegion;
import org.jquantlib.indexes.YoYInflationIndex;
import org.jquantlib.quotes.Handle;
import org.jquantlib.termstructures.YoYInflationTermStructure;
import org.jquantlib.time.Frequency;
import org.jquantlib.time.Period;
import org.jquantlib.time.TimeUnit;
/**
*
* Genuine year-on-year EU HICP (i.e. not a ratio of EU HICP)
*
* @author Tim Blackler
*
*/
public class YYEUHICP extends YoYInflationIndex {
public YYEUHICP(final Frequency frequency,
final boolean revised,
final boolean interpolated) {
this(frequency, revised, interpolated, new Handle());
}
public YYEUHICP(final Frequency frequency,
final boolean revised,
final boolean interpolated,
final Handle termStructure) {
super("YY_HICP",
new EURegion(),
revised,
interpolated,
false,
frequency,
new Period(3, TimeUnit.Months),
new EURCurrency(),
termStructure);
}
}
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