quantlib.indexes.inflation_index.

YoYInflationIndex

class YoYInflationIndex(family_name, Region region, bool revised, Frequency frequency, Period availability_lag, Currency currency, HandleYoYInflationTermStructure ts=HandleYoYInflationTermStructure())

Bases: ZeroInflationIndex

Base class for year-on-year inflation indexes.

These may be quoted indices published on, say, Bloomberg, or can be defined as the ratio of an index at different time points.

Parameters:

family_namestr

The family name of the index.

regionRegion

The region of the index.

revisedbool

Whether the index is revised.

frequencyFrequency

The frequency of the index.

availability_lagPeriod

The availability lag of the index.

currencyCurrency

The currency of the index.

tsYoYInflationTermStructure, optional

The year-on-year inflation term structure.

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.

last_fixing_date

Returns the last date for which a fixing was provided.

name

the name of the index

region

The region of the index.

time_series

the fixing TimeSeries

yoy_inflation_term_structure

zero_inflation_term_structure

Returns 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)