quantlib.indexes.inflation_index.

InflationIndex

class InflationIndex

Bases: Index

Base class for inflation-rate indexes.

Attributes:

availability_lag

The availability lag of the index.

currency

The currency of the inflation index.

family_name

The family name of the inflation index.

fixing_calendar

the calendar defining valid fixing dates

frequency

The publication frequency of the inflation index.

name

the name of the index

region

The region of the index.

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)