/usr/include/ql/indexes/inflation/uscpi.hpp is in libquantlib0-dev 1.4-2.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/*
Copyright (C) 2009 Chris Kenyon
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file uscpi.hpp
\brief US CPI index
*/
#ifndef quantlib_uscpi_hpp
#define quantlib_uscpi_hpp
#include <ql/indexes/inflationindex.hpp>
#include <ql/currencies/america.hpp>
namespace QuantLib {
//! US CPI index
class USCPI : public ZeroInflationIndex {
public:
USCPI(bool interpolated,
const Handle<ZeroInflationTermStructure>& ts =
Handle<ZeroInflationTermStructure>())
: ZeroInflationIndex("CPI",
USRegion(),
false,
interpolated,
Monthly,
Period(1, Months), // availability
USDCurrency(),
ts) {}
};
//! Genuine year-on-year US CPI (i.e. not a ratio of US CPI)
class YYUSCPI : public YoYInflationIndex {
public:
YYUSCPI(bool interpolated,
const Handle<YoYInflationTermStructure>& ts =
Handle<YoYInflationTermStructure>())
: YoYInflationIndex("YY_CPI",
USRegion(),
false,
interpolated,
false,
Monthly,
Period(1, Months),
USDCurrency(),
ts) {}
};
//! Fake year-on-year US CPI (i.e. a ratio of US CPI)
class YYUSCPIr : public YoYInflationIndex {
public:
YYUSCPIr(bool interpolated,
const Handle<YoYInflationTermStructure>& ts =
Handle<YoYInflationTermStructure>())
: YoYInflationIndex("YYR_CPI",
USRegion(),
false,
interpolated,
true,
Monthly,
Period(1, Months),
USDCurrency(),
ts) {}
};
}
#endif
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