/usr/include/ql/indexes/inflation/euhicp.hpp is in libquantlib0-dev 1.7.1-1.
This file is owned by root:root, with mode 0o644.
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/*
Copyright (C) 2007, 2009 Chris Kenyon
Copyright (C) 2010 StatPro Italia srl
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 euhicp.hpp
\brief EU HICP index
*/
#ifndef quantlib_euhicp_hpp
#define quantlib_euhicp_hpp
#include <ql/indexes/inflationindex.hpp>
#include <ql/currencies/europe.hpp>
namespace QuantLib {
//! EU HICP index
class EUHICP : public ZeroInflationIndex {
public:
EUHICP(bool interpolated,
const Handle<ZeroInflationTermStructure>& ts =
Handle<ZeroInflationTermStructure>())
: ZeroInflationIndex("HICP",
EURegion(),
false,
interpolated,
Monthly,
Period(1, Months), // availability
EURCurrency(),
ts) {}
};
//! EU HICPXT index
class EUHICPXT : public ZeroInflationIndex {
public:
EUHICPXT(bool interpolated,
const Handle<ZeroInflationTermStructure>& ts =
Handle<ZeroInflationTermStructure>())
: ZeroInflationIndex("HICPXT",
EURegion(),
false,
interpolated,
Monthly,
Period(1, Months), // availability
EURCurrency(),
ts) {}
};
//! Genuine year-on-year EU HICP (i.e. not a ratio of EU HICP)
class YYEUHICP : public YoYInflationIndex {
public:
YYEUHICP(bool interpolated,
const Handle<YoYInflationTermStructure>& ts =
Handle<YoYInflationTermStructure>())
: YoYInflationIndex("YY_HICP",
EURegion(),
false,
interpolated,
false,
Monthly,
Period(1, Months),
EURCurrency(),
ts) {}
};
//! Genuine year-on-year EU HICPXT
class YYEUHICPXT : public YoYInflationIndex {
public:
YYEUHICPXT(bool interpolated,
const Handle<YoYInflationTermStructure>& ts =
Handle<YoYInflationTermStructure>())
: YoYInflationIndex("YY_HICPXT",
EURegion(),
false,
interpolated,
false,
Monthly,
Period(1, Months),
EURCurrency(),
ts) {}
};
//! Fake year-on-year EU HICP (i.e. a ratio of EU HICP)
class YYEUHICPr : public YoYInflationIndex {
public:
YYEUHICPr(bool interpolated,
const Handle<YoYInflationTermStructure>& ts =
Handle<YoYInflationTermStructure>())
: YoYInflationIndex("YYR_HICP",
EURegion(),
false,
interpolated,
true,
Monthly,
Period(1, Months),
EURCurrency(),
ts) {}
};
}
#endif
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