1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
2
3/*
4 Copyright (C) 2007, 2009 Chris Kenyon
5 Copyright (C) 2021 Ralf Konrad Eckel
6
7 This file is part of QuantLib, a free-software/open-source library
8 for financial quantitative analysts and developers - http://quantlib.org/
9
10 QuantLib is free software: you can redistribute it and/or modify it
11 under the terms of the QuantLib license. You should have received a
12 copy of the license along with this program; if not, please email
13 <quantlib-dev@lists.sf.net>. The license is also available online at
14 <http://quantlib.org/license.shtml>.
15
16 This program is distributed in the hope that it will be useful, but WITHOUT
17 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18 FOR A PARTICULAR PURPOSE. See the license for more details.
19*/
20
21/*! \file ukrpi.hpp
22 \brief %UKRPI index
23*/
24
25#ifndef quantlib_ukrpi_hpp
26#define quantlib_ukrpi_hpp
27
28#include <ql/currencies/europe.hpp>
29#include <ql/indexes/inflationindex.hpp>
30
31namespace QuantLib {
32
33 //! UK Retail Price Inflation Index
34 class UKRPI : public ZeroInflationIndex {
35 public:
36 explicit UKRPI(const Handle<ZeroInflationTermStructure>& ts = {})
37 : ZeroInflationIndex(
38 "RPI", UKRegion(), false, Monthly, Period(1, Months), GBPCurrency(), ts) {}
39
40 /*! \deprecated Use the constructor without the "interpolated" parameter.
41 Deprecated in version 1.29.
42 */
43 QL_DEPRECATED
44 explicit UKRPI(
45 bool interpolated,
46 const Handle<ZeroInflationTermStructure>& ts = {})
47 : UKRPI(ts) {
48 QL_DEPRECATED_DISABLE_WARNING
49 interpolated_ = interpolated;
50 QL_DEPRECATED_ENABLE_WARNING
51 }
52 };
53
54
55 //! Quoted year-on-year UK RPI (i.e. not a ratio of UK RPI)
56 class YYUKRPI : public YoYInflationIndex {
57 public:
58 explicit YYUKRPI(
59 bool interpolated,
60 const Handle<YoYInflationTermStructure>& ts = {})
61 : YoYInflationIndex("YY_RPI",
62 UKRegion(),
63 false,
64 interpolated,
65 Monthly,
66 Period(1, Months),
67 GBPCurrency(),
68 ts) {}
69 };
70
71
72 QL_DEPRECATED_DISABLE_WARNING
73
74 //! Year-on-year UK RPI (i.e. a ratio of UK RPI)
75 /*! \deprecated Pass the UKRPI index to YoYInflationIndex instead.
76 Deprecated in version 1.31.
77 */
78 class [[deprecated("Pass the UKRPI index to YoYInflationIndex instead")]] YYUKRPIr : public YoYInflationIndex {
79 public:
80 explicit YYUKRPIr(
81 bool interpolated,
82 const Handle<YoYInflationTermStructure>& ts = {})
83 : YoYInflationIndex("YYR_RPI",
84 UKRegion(),
85 false,
86 interpolated,
87 true,
88 Monthly,
89 Period(1, Months),
90 GBPCurrency(),
91 ts) {}
92 };
93
94 QL_DEPRECATED_ENABLE_WARNING
95}
96
97
98#endif
99

source code of quantlib/ql/indexes/inflation/ukrpi.hpp