quantlib.indexes.inflation_index.ZeroInflationIndex

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

Bases: InflationIndex

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)

add_fixing(self, Date fixingDate, ...)

add_fixings(self, list dates, list values, ...)

clear_fixings(self)

fixing(self, Date fixingDate, ...)

is_valid_fixing_date(self, Date fixing_date)

zero_inflation_term_structure(self)

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

zero_inflation_term_structure(self)