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 boost::shared_ptr< ZeroInflationIndex > source)

QL_DEPRECATED	ZeroInflationIndexWrapper (const boost::shared_ptr< ZeroInflationIndex > source, const CPI::InterpolationType interpolation)

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

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

override

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