DKCPI Class Reference

DK CPI index. More...

#include <qle/indexes/dkcpi.hpp>

Inheritance diagram for DKCPI:

Public Member Functions
	DenmarkRegion ()
	Period (1, Months)
	DKKCurrency ()

Public Attributes
	: ZeroInflationIndex("CPI"
	false
	Monthly

Detailed Description

DK CPI index.

Both CPI and HICP are defined by ISDA for Danish inflation https://www.isda.org/a/EoMDE/2008-inflation-defs.pdf and FpML supports both http://www.fpml.org/spec/coding-scheme/fpml-schemes.html#s5.105 However looking at thing on the internet, e.g. https://e-markets.nordea.com/research/attachment/15539 https://e-markets.nordea.com/api/research/attachment/70696 It appears that DK CPI is the most commonly used