Safe Haskell	None
Language	Haskell2010

QuantLib.Index.Inflation

Contents

Types
Constructors
- Hierarchy and regions
- Inflation indices
Inspectors

Synopsis

type GenInflationIndex iidx = GenIndex (AnyOf CInflationIndex' iidx)
type InflationIndex = GenInflationIndex CInflationIndex
type GenZeroInflationIndex zidx = GenInflationIndex (AnyOf CZeroInflationIndex' zidx)
type ZeroInflationIndex = GenZeroInflationIndex CZeroInflationIndex
type GenYoYInflationIndex yidx = GenInflationIndex (AnyOf CYoYInflationIndex' yidx)
type YoYInflationIndex = GenYoYInflationIndex CYoYInflationIndex
data Region
data RegionType
- = AustraliaRegion
- | EURegion
- | FranceRegion
- | UKRegion
- | USRegion
- | ZARegion
data ZeroInflationIndexType
- = AUCPI
- | EUHICP
- | EUHICPXT
- | FRHICP
- | UKHICP
- | UKRPI
- | USCPI
- | ZACPI
data YoYInflationIndexType
- = YYAUCPI
- | YYEUHICP
- | YYEUHICPXT
- | YYFRHICP
- | YYUKRPI
- | YYUSCPI
- | YYZACPI
asInflationIndex :: GenInflationIndex iidx -> IO InflationIndex
region :: RegionType -> IO Region
customRegion :: String -> String -> IO Region
zeroInflationIndex :: ZeroInflationIndexType -> IO ZeroInflationIndex
customZeroInflationIndex :: String -> Region -> Bool -> Frequency -> (Int, TimeUnit) -> Currency -> Maybe ZeroInflationTermStructure -> IO ZeroInflationIndex
yoyInflationIndex :: YoYInflationIndexType -> IO YoYInflationIndex
customYoyInflationIndex :: String -> Region -> Bool -> Frequency -> (Int, TimeUnit) -> Currency -> Maybe YoYInflationTermStructure -> IO YoYInflationIndex
yoyInflationIndexFromZero :: ZeroInflationIndex -> Maybe YoYInflationTermStructure -> IO YoYInflationIndex
fixing :: ZeroInflationIndex -> Day -> IO Double
yoyFixing :: YoYInflationIndex -> Day -> IO Double
needsForecast :: ZeroInflationIndex -> Day -> IO Bool
yoyNeedsForecast :: YoYInflationIndex -> Day -> IO Bool

Types

Inflation index hierarchy

type GenInflationIndex iidx = GenIndex (AnyOf CInflationIndex' iidx) Source #

An InflationIndex or one of its leaves; see the hierarchy under GenIndex.

type InflationIndex = GenInflationIndex CInflationIndex Source #

An Index; see the hierarchy under GenIndex.

type GenZeroInflationIndex zidx = GenInflationIndex (AnyOf CZeroInflationIndex' zidx) Source #

A ZeroInflationIndex or one of its leaves; see the hierarchy under GenIndex.

type ZeroInflationIndex = GenZeroInflationIndex CZeroInflationIndex Source #

An InflationIndex; see the hierarchy under GenIndex.

type GenYoYInflationIndex yidx = GenInflationIndex (AnyOf CYoYInflationIndex' yidx) Source #

A YoYInflationIndex or one of its leaves; see the hierarchy under GenIndex.

type YoYInflationIndex = GenYoYInflationIndex CYoYInflationIndex Source #

An InflationIndex; see the hierarchy under GenIndex.

Regions

data Region Source #

Instances

Instances details

Show Region Source #
Instance details Defined in QuantLib.Internal.Type Methods showsPrec :: Int -> Region -> ShowS # show :: Region -> String # showList :: [Region] -> ShowS #
Eq Region Source #
Instance details Defined in QuantLib.Internal.Type Methods (==) :: Region -> Region -> Bool # (/=) :: Region -> Region -> Bool #

data RegionType Source #

Constructors

AustraliaRegion
EURegion
FranceRegion
UKRegion
USRegion
ZARegion

Instances

Instances details

Bounded RegionType Source #
Instance details Defined in QuantLib.Index.Inflation Methods minBound :: RegionType # maxBound :: RegionType #
Enum RegionType Source #
Instance details Defined in QuantLib.Index.Inflation Methods succ :: RegionType -> RegionType # pred :: RegionType -> RegionType # toEnum :: Int -> RegionType # fromEnum :: RegionType -> Int # enumFrom :: RegionType -> [RegionType] # enumFromThen :: RegionType -> RegionType -> [RegionType] # enumFromTo :: RegionType -> RegionType -> [RegionType] # enumFromThenTo :: RegionType -> RegionType -> RegionType -> [RegionType] #
Read RegionType Source #
Instance details Defined in QuantLib.Index.Inflation Methods readsPrec :: Int -> ReadS RegionType # readList :: ReadS [RegionType] # readPrec :: ReadPrec RegionType # readListPrec :: ReadPrec [RegionType] #
Show RegionType Source #
Instance details Defined in QuantLib.Index.Inflation Methods showsPrec :: Int -> RegionType -> ShowS # show :: RegionType -> String # showList :: [RegionType] -> ShowS #
Eq RegionType Source #
Instance details Defined in QuantLib.Index.Inflation Methods (==) :: RegionType -> RegionType -> Bool # (/=) :: RegionType -> RegionType -> Bool #

Configuration

data ZeroInflationIndexType Source #

Constructors

AUCPI
EUHICP
EUHICPXT
FRHICP
UKHICP
UKRPI
USCPI
ZACPI

Instances

Instances details

Enum ZeroInflationIndexType Source #
Instance details Defined in QuantLib.Index.Inflation Methods succ :: ZeroInflationIndexType -> ZeroInflationIndexType # pred :: ZeroInflationIndexType -> ZeroInflationIndexType # toEnum :: Int -> ZeroInflationIndexType # fromEnum :: ZeroInflationIndexType -> Int # enumFrom :: ZeroInflationIndexType -> [ZeroInflationIndexType] # enumFromThen :: ZeroInflationIndexType -> ZeroInflationIndexType -> [ZeroInflationIndexType] # enumFromTo :: ZeroInflationIndexType -> ZeroInflationIndexType -> [ZeroInflationIndexType] # enumFromThenTo :: ZeroInflationIndexType -> ZeroInflationIndexType -> ZeroInflationIndexType -> [ZeroInflationIndexType] #
Read ZeroInflationIndexType Source #
Instance details Defined in QuantLib.Index.Inflation Methods readsPrec :: Int -> ReadS ZeroInflationIndexType # readList :: ReadS [ZeroInflationIndexType] # readPrec :: ReadPrec ZeroInflationIndexType # readListPrec :: ReadPrec [ZeroInflationIndexType] #
Show ZeroInflationIndexType Source #
Instance details Defined in QuantLib.Index.Inflation Methods showsPrec :: Int -> ZeroInflationIndexType -> ShowS # show :: ZeroInflationIndexType -> String # showList :: [ZeroInflationIndexType] -> ShowS #
Eq ZeroInflationIndexType Source #
Instance details Defined in QuantLib.Index.Inflation Methods (==) :: ZeroInflationIndexType -> ZeroInflationIndexType -> Bool # (/=) :: ZeroInflationIndexType -> ZeroInflationIndexType -> Bool #

data YoYInflationIndexType Source #

Constructors

YYAUCPI
YYEUHICP
YYEUHICPXT
YYFRHICP
YYUKRPI
YYUSCPI
YYZACPI

Instances

Instances details

Enum YoYInflationIndexType Source #
Instance details Defined in QuantLib.Index.Inflation Methods succ :: YoYInflationIndexType -> YoYInflationIndexType # pred :: YoYInflationIndexType -> YoYInflationIndexType # toEnum :: Int -> YoYInflationIndexType # fromEnum :: YoYInflationIndexType -> Int # enumFrom :: YoYInflationIndexType -> [YoYInflationIndexType] # enumFromThen :: YoYInflationIndexType -> YoYInflationIndexType -> [YoYInflationIndexType] # enumFromTo :: YoYInflationIndexType -> YoYInflationIndexType -> [YoYInflationIndexType] # enumFromThenTo :: YoYInflationIndexType -> YoYInflationIndexType -> YoYInflationIndexType -> [YoYInflationIndexType] #
Read YoYInflationIndexType Source #
Instance details Defined in QuantLib.Index.Inflation Methods readsPrec :: Int -> ReadS YoYInflationIndexType # readList :: ReadS [YoYInflationIndexType] # readPrec :: ReadPrec YoYInflationIndexType # readListPrec :: ReadPrec [YoYInflationIndexType] #
Show YoYInflationIndexType Source #
Instance details Defined in QuantLib.Index.Inflation Methods showsPrec :: Int -> YoYInflationIndexType -> ShowS # show :: YoYInflationIndexType -> String # showList :: [YoYInflationIndexType] -> ShowS #
Eq YoYInflationIndexType Source #
Instance details Defined in QuantLib.Index.Inflation Methods (==) :: YoYInflationIndexType -> YoYInflationIndexType -> Bool # (/=) :: YoYInflationIndexType -> YoYInflationIndexType -> Bool #

Constructors

Hierarchy and regions

asInflationIndex :: GenInflationIndex iidx -> IO InflationIndex Source #

region :: RegionType -> IO Region Source #

One of the 6 named geographical/economic regions QuantLib ships (used for the pre-baked named indices, e.g. UKRPI uses UKRegion internally). See 'region'' for an arbitrary custom region.

customRegion :: String -> String -> IO Region Source #

An arbitrary custom region, given its name and ISO code.

Inflation indices

zeroInflationIndex :: ZeroInflationIndexType -> IO ZeroInflationIndex Source #

A named zero inflation index (RPIHICPCPI family). Constructs with no historical fixings and no linked term structure -- add fixings via addFixing.

customZeroInflationIndex Source #

Arguments

:: String	familyName
-> Region
-> Bool	revised
-> Frequency
-> (Int, TimeUnit)	availabilityLag
-> Currency
-> Maybe ZeroInflationTermStructure
-> IO ZeroInflationIndex

A custom zero inflation index (arbitrary family nameregioncurrency), with no historical fixings -- add fixings via addFixing.

yoyInflationIndex :: YoYInflationIndexType -> IO YoYInflationIndex Source #

A named quoted year-on-year inflation index.

customYoyInflationIndex Source #

Arguments

:: String	familyName
-> Region
-> Bool	revised
-> Frequency
-> (Int, TimeUnit)	availabilityLag
-> Currency
-> Maybe YoYInflationTermStructure
-> IO YoYInflationIndex

A custom quoted year-on-year inflation index (arbitrary family nameregioncurrency); needs its own past fixings added via addFixing. See yoyInflationIndexFromZero for a YoY index defined instead as a ratio of an existing ZeroInflationIndex's fixings.

yoyInflationIndexFromZero :: ZeroInflationIndex -> Maybe YoYInflationTermStructure -> IO YoYInflationIndex Source #

A year-on-year index defined as the ratio of an existing ZeroInflationIndex's fixings; stores no fixings of its own.

Inspectors

fixing :: ZeroInflationIndex -> Day -> IO Double Source #

The (possibly forecast) fixing at the given date; for a date with no linked term structure this returns the stored historical fixing added via addFixing.

yoyFixing :: YoYInflationIndex -> Day -> IO Double Source #

The (possibly forecast) year-on-year fixing at the given date; for a date with no linked term structure this returns the stored historical fixing added via addFixing.

needsForecast :: ZeroInflationIndex -> Day -> IO Bool Source #

Whether fixing at the given date would have to be forecast rather than served from a stored historical fixing -- true once the date falls after the latest period a fixing could plausibly already be published for, given the index's publication lag. Warning It raises an exception if the index was built with a frequency outside Annual..Monthly, which the inflation-period calculation does not handle.

yoyNeedsForecast :: YoYInflationIndex -> Day -> IO Bool Source #

The year-on-year counterpart of needsForecast, for yoyFixing. Warning It raises an exception on an unhandled frequency, as needsForecast does.