ZeroInflationIndexWrapper Class Reference

Wrapper that changes the interpolation of an underlying ZC inflation index. More...

#include <qle/indexes/inflationindexwrapper.hpp>

Inheritance diagram for ZeroInflationIndexWrapper:

Public Member Functions
	ZeroInflationIndexWrapper (const QuantLib::ext::shared_ptr< ZeroInflationIndex > source)
Rate	fixing (const Date &fixingDate, bool forecastTodaysFixing=false) const override

Detailed Description

Wrapper that changes the interpolation of an underlying ZC inflation index.

The (possible) change in the interpolation is not reflected in the index class itself, only the fixing methods behave consistently

Member Function Documentation

fixing()

Rate fixing ( const Date & fixingDate, bool forecastTodaysFixing = false ) const

override

Warning

the forecastTodaysFixing parameter (required by the Index interface) is currently ignored.