quantlib.indexes.inflation_index.
YoYInflationIndex¶
- class YoYInflationIndex(family_name, Region region, bool revised, Frequency frequency, Period availability_lag, Currency currency, YoYInflationTermStructure ts=YoYInflationTermStructure())¶
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)