quantlib.indexes.inflation_index.

ZeroInflationIndex

class ZeroInflationIndex(str family_name, Region region, bool revised, Frequency frequency, Period availabilityLag, Currency currency, HandleZeroInflationTermStructure ts=HandleZeroInflationTermStructure())

Bases: InflationIndex

Base class for zero-inflation indexes.

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.

availabilityLagPeriod

The availability lag of the index.

currencyCurrency

The currency of the index.

tsZeroInflationTermStructure, optional

The zero-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

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)