Uses of Class
org.quantlib.ZeroInflationIndex

Uses of ZeroInflationIndex in org.quantlib

Subclasses of ZeroInflationIndex in org.quantlib

Modifier and Type	Class	Description
class	AUCPI
class	EUHICP
class	EUHICPXT
class	FRHICP
class	UKHICP
class	UKRPI
class	USCPI
class	ZACPI

Methods in org.quantlib that return ZeroInflationIndex

Modifier and Type	Method	Description
static ZeroInflationIndex	QuantLib.as_zero_inflation_index(Index i)
ZeroInflationIndex	ZeroInflationIndex.clone(ZeroInflationTermStructureHandle h)
ZeroInflationIndex	CPICoupon.cpiIndex()
ZeroInflationIndex	YoYInflationIndex.underlyingIndex()
ZeroInflationIndex	ZeroInflationCashFlow.zeroInflationIndex()

Methods in org.quantlib with parameters of type ZeroInflationIndex

Modifier and Type	Method	Description
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, boolean growthOnly)
static Leg	QuantLib.CPILeg(DoubleVector nominals, Schedule schedule, ZeroInflationIndex index, double baseCPI, Period observationLag, DayCounter paymentDayCounter, BusinessDayConvention paymentConvention, DoubleVector fixedRates, DoubleVector spreads, DoubleVector caps, DoubleVector floors, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth, Calendar paymentCalendar, boolean growthOnly, CPI.InterpolationType observationInterpolation)
protected static long	ZeroInflationIndex.getCPtr(ZeroInflationIndex obj)
static double	CPI.laggedFixing(ZeroInflationIndex index, Date date, Period observationLag, CPI.InterpolationType interpolationType)

Constructors in org.quantlib with parameters of type ZeroInflationIndex

Constructor	Description
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention)
CPIBond(long settlementDays, double faceAmount, boolean growthOnly, double baseCPI, Period observationLag, ZeroInflationIndex cpiIndex, CPI.InterpolationType observationInterpolation, Schedule schedule, DoubleVector coupons, DayCounter accrualDayCounter, BusinessDayConvention paymentConvention, Date issueDate, Calendar paymentCalendar, Period exCouponPeriod, Calendar exCouponCalendar, BusinessDayConvention exCouponConvention, boolean exCouponEndOfMonth)
CPICashFlow(double notional, ZeroInflationIndex index, Date baseDate, double baseFixing, Date observationDate, Period observationLag, CPI.InterpolationType interpolation, Date paymentDate)
CPICashFlow(double notional, ZeroInflationIndex index, Date baseDate, double baseFixing, Date observationDate, Period observationLag, CPI.InterpolationType interpolation, Date paymentDate, boolean growthOnly)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(double baseCPI, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(double baseCPI, Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, double spread, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd)
CPICoupon(Date baseDate, Date paymentDate, double nominal, Date startDate, Date endDate, ZeroInflationIndex index, Period observationLag, CPI.InterpolationType observationInterpolation, DayCounter dayCounter, double fixedRate, Date refPeriodStart, Date refPeriodEnd, Date exCouponDate)
CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex)
CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex, CPI.InterpolationType observationInterpolation)
CPISwap(Swap.Type type, double nominal, boolean subtractInflationNominal, double spread, DayCounter floatDayCount, Schedule floatSchedule, BusinessDayConvention floatRoll, long fixingDays, IborIndex floatIndex, double fixedRate, double baseCPI, DayCounter fixedDayCount, Schedule fixedSchedule, BusinessDayConvention fixedRoll, Period observationLag, ZeroInflationIndex fixedIndex, CPI.InterpolationType observationInterpolation, double inflationNominal)
YoYInflationIndex(ZeroInflationIndex underlyingIndex, boolean interpolated)
YoYInflationIndex(ZeroInflationIndex underlyingIndex, boolean interpolated, YoYInflationTermStructureHandle ts)
ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation)
ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates)
ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates, Calendar infCalendar)
ZeroCouponInflationSwap(Swap.Type type, double nominal, Date start, Date maturity, Calendar calendar, BusinessDayConvention convention, DayCounter dayCounter, double fixedRate, ZeroInflationIndex index, Period lag, CPI.InterpolationType observationInterpolation, boolean adjustInfObsDates, Calendar infCalendar, BusinessDayConvention infConvention)
ZeroCouponInflationSwapHelper(QuoteHandle quote, Period lag, Date maturity, Calendar calendar, BusinessDayConvention bcd, DayCounter dayCounter, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, YieldTermStructureHandle nominalTS)
ZeroInflationCashFlow(double notional, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, Date startDate, Date endDate, Period observationLag, Date paymentDate)
ZeroInflationCashFlow(double notional, ZeroInflationIndex index, CPI.InterpolationType observationInterpolation, Date startDate, Date endDate, Period observationLag, Date paymentDate, boolean growthOnly)