quantlib.indexes.inflation.ukrpi.
UKRPI¶
- class UKRPI(HandleZeroInflationTermStructure ts=HandleZeroInflationTermStructure())¶
Bases:
ZeroInflationIndex- Attributes:
availability_lagThe availability lag of the index.
currencyThe currency of the inflation index.
family_nameThe family name of the inflation index.
fixing_calendarthe calendar defining valid fixing dates
frequencyThe publication frequency of the inflation index.
last_fixing_dateReturns the last date for which a fixing was provided.
namethe name of the index
regionThe region of the index.
time_seriesthe fixing TimeSeries
zero_inflation_term_structureReturns the zero-inflation term structure associated with the index.
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)