Rate ZeroInflationIndex::forecastFixing(const Date& fixingDate) const {
// the term structure is relative to the fixing value at the base date.
Date baseDate = zeroInflation_->baseDate();
QL_REQUIRE(!needsForecast(baseDate),
name() << " index fixing at base date is not available");
Real baseFixing = fixing(baseDate);
Date effectiveFixingDate;
if (interpolated()) {
effectiveFixingDate = fixingDate;
} else {
// start of period is the convention
// so it's easier to do linear interpolation on fixings
effectiveFixingDate = inflationPeriod(fixingDate, frequency()).first;
}
// no observation lag because it is the fixing for the date
// but if index is not interpolated then that fixing is constant
// for each period, hence the t uses the effectiveFixingDate
// However, it's slightly safe to get the zeroRate with the
// fixingDate to avoid potential problems at the edges of periods
Time t = zeroInflation_->dayCounter().yearFraction(baseDate, effectiveFixingDate);
bool forceLinearInterpolation = false;
Rate zero = zeroInflation_->zeroRate(fixingDate, Period(0,Days), forceLinearInterpolation);
// Annual compounding is the convention for zero inflation rates (or quotes)
return baseFixing * std::pow(1.0 + zero, t);
}
int main()
{
Time planning;
Time coding(2, 40);
Time fixing(5, 55);
Time total;
std::cout << "planning time = ";
planning.Show();
std::cout << std::endl;
std::cout << "coding time = ";
coding.Show();
std::cout << std::endl;
std::cout << "fixing time = ";
fixing.Show();
std::cout << std::endl;
total = coding.Sum(fixing);
std::cout << "coding.Sum(fixing) = ";
total.Show();
std::cout << std::endl;
return 0;
}
void main()
{
char *str;
int len;
printf("enter the length of string");
scanf("%d", &len);
str = (char *)malloc(sizeof(char)*len);
printf("enter the string");
scanf("%s", str);
printf("%s",fixing(str, len));
_getch();
}
int main()
{
Time planning;
Time coding(2, 40);
Time fixing(5, 55);
Time total;
std::cout << "planning: ";
planning.Show();
std::cout << "coding: ";
coding.Show();
std::cout << "fixing: ";
fixing.Show();
std::cout << "total: ";
total = coding + fixing;
total.Show();
Time morefixing(3, 28);
std::cout << "more fixing: ";
morefixing.Show();
std::cout << "total: ";
total = total + morefixing;
total.Show();
std::cout << "operator+():\n";
total = total.operator+(morefixing);
total.Show();
std::cout << total; //przeci¹¿ona wersja '<<' zwracaj¹ca referencjê do ostream
std::ofstream fout;
fout.open("tst.txt");
std::cout << "overloading <<:\n";
operator<<(std::cout, total); //lub tak: std::cout << total;
fout << total; //lub tak: operator<<(fout, total);
//fout.close();
Time something(2, 40);
Time res;
res = operator*(2.5, something);
operator<<(fout, res);
fout.close();
return 0;
}
