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Genuine year-on-year Generic CPI (i.e. not a ratio)

Hierarchy

Implements

Index

Constructors

constructor

Properties

Protected _availabilityLag

_availabilityLag: Period

Protected _currency

_currency: Currency

Protected _familyName

_familyName: string

Protected _frequency

_frequency: Frequency

Protected _interpolated

_interpolated: boolean

_isDisposed

_isDisposed: boolean = false

_observables

_observables: Set<Observable> = new Set()

_observers

_observers: Set<Observer> = new Set()

Protected _referenceDate

_referenceDate: Date

Protected _region

_region: Region

Protected _revised

_revised: boolean

addFixings1

addFixings1: (t: TimeSeries<Real>, forceOverwrite?: boolean) => void

Type declaration

addFixings2

addFixings2: (d: Date[], dBegin: Size, dEnd: Size, v: Real[], vBegin: Size, forceOverwrite?: boolean) => void

Type declaration

    • (d: Date[], dBegin: Size, dEnd: Size, v: Real[], vBegin: Size, forceOverwrite?: boolean): void
    • Parameters

      • d: Date[]
      • dBegin: Size
      • dEnd: Size
      • v: Real[]
      • vBegin: Size
      • Optional forceOverwrite: boolean

      Returns void

checkNativeFixingsAllowed

checkNativeFixingsAllowed: () => void

Type declaration

    • (): void
    • Returns void

clearFixings

clearFixings: () => void

Type declaration

    • (): void
    • Returns void

deepUpdate

deepUpdate: () => void

Type declaration

    • (): void
    • Returns void

dispose

dispose: () => void

Type declaration

    • (): void
    • Returns void

isDisposed

isDisposed: boolean

notifyObservers

notifyObservers: () => void

Type declaration

    • (): void
    • Returns void

registerObserver

registerObserver: (o: Observer) => void

Type declaration

registerWith

registerWith: (h: Observable) => void

Type declaration

registerWithObservables

registerWithObservables: (o: Observer) => void

Type declaration

timeSeries

timeSeries: () => TimeSeries<Real>

Type declaration

unregisterObserver

unregisterObserver: (o: Observer) => void

Type declaration

unregisterWith

unregisterWith: (h: Observable) => Size

Type declaration

unregisterWithAll

unregisterWithAll: () => void

Type declaration

    • (): void
    • Returns void

Methods

addFixing

  • addFixing(fixingDate: Date, fixing: Rate, forceOverwrite?: boolean): void
  • this method creates all the "fixings" for the relevant period of the index. E.g. for monthly indices it will put the same value in every calendar day in the month.

    Parameters

    • fixingDate: Date
    • fixing: Rate
    • Default value forceOverwrite: boolean = false

    Returns void

allowsNativeFixings

  • allowsNativeFixings(): boolean

availabilityLag

  • The availability lag describes when the index is available, not how it is used. Specifically the fixing for, say, January, may only be available in April but the index will always return the index value applicable for January as its January fixing (independent of the lag in availability).

    Returns Period

clone

currency

familyName

  • familyName(): string

fixing

  • fixing(fixingDate: Date, forecastTodaysFixing?: boolean): Rate

fixingCalendar

  • Inflation indices do not have fixing calendars. An inflation index value is valid for every day (including weekends) of a calendar period. I.e. it uses the NullCalendar as its fixing calendar.

    Returns Calendar

frequency

interpolated

  • interpolated(): boolean
  • Forecasting index values using an inflation term structure uses the interpolation of the inflation term structure unless interpolation is set to false. In this case the extrapolated values are constant within each period taking the mid-period extrapolated value.

    Returns boolean

isValidFixingDate

  • isValidFixingDate(d: Date): boolean

name

  • name(): string

ratio

  • ratio(): boolean

region

revised

  • revised(): boolean

update

  • update(): void

yoyInflationTermStructure