quantlib.indexes.inflation.aucpi.

AUCPI

class AUCPI(Frequency frequency, bool revised, ZeroInflationTermStructure ts=ZeroInflationTermStructure())

Bases: ZeroInflationIndex

Attributes:
availability_lag
currency
family_name
fixing_calendar

the calendar defining valid fixing dates

frequency
last_fixing_date
name

the name of the index

region
time_series

the fixing TimeSeries

Methods

add_fixing(self, Date fixingDate, ...)

add_fixings(self, list dates, list values, ...)

clear_fixings(self)

fixing(self, Date fixingDate, ...)

has_historical_fixing(self, Date d)

is_valid_fixing_date(self, Date fixing_date)

zero_inflation_term_structure(self)