- QuantLib
- YYGenericCPI
Genuine year-on-year Generic CPI (i.e. not a ratio) More...
#include <ql/experimental/inflation/genericindexes.hpp>
Public Member Functions | |
YYGenericCPI (Frequency frequency, bool revised, bool interpolated, const Period &lag, const Currency &ccy, const Handle< YoYInflationTermStructure > &ts=Handle< YoYInflationTermStructure >()) |
Genuine year-on-year Generic CPI (i.e. not a ratio)