quantlib.indexes.inflation.euhicp.YYEUHICPXT

class YYEUHICPXT(bool interpolated, YoYInflationTermStructure ts=YoYInflationTermStructure())

Bases: YoYInflationIndex

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)
add_fixing(self, Date fixingDate, ...)
add_fixings(self, list dates, list values, ...)
clear_fixings(self)
fixing(self, Date fixingDate, ...)
is_valid_fixing_date(self, Date fixing_date)
zero_inflation_term_structure(self)

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