Module price 

Price-index (inflation) definitions and their kind table.

A PriceIndex carries an inflation index’s conventions — region, monthly publication frequency, observation (availability) lag in whole months, and the interpolation method used to turn a coupon date into an index observation. Observed prints are market state (curve / fixings), never stored here.

Enums

IndexInterpolation

How a coupon date maps onto monthly index prints.

Statics

PRICE

Registry rows for this index kind.

Functions

cpi 🔒

Builds a price index. lag_months is the publication/observation lag in whole months; publication frequency is monthly for every standard CPI.

days_in_month 🔒

The number of days in date’s calendar month.

eur_hicpx

EUR-HICPXT index definition.

first_of_next_month 🔒

The first day of the month after first_of_month.

fr_cpi

FR-CPI index definition.

uk_rpi

UK-RPI index definition.

us_cpi_u

US-CPI-U index definition.