InterpolatedZeroInflationCurve (3) - Linux Manuals
InterpolatedZeroInflationCurve: Inflation term structure based on the interpolation of zero rates.
NAME
QuantLib::InterpolatedZeroInflationCurve - Inflation term structure based on the interpolation of zero rates.
SYNOPSIS
#include <ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp>
Inherits QuantLib::ZeroInflationTermStructure, and boost::noncopyable.
Public Member Functions
InterpolatedZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, const Handle< YieldTermStructure > &yTS, const std::vector< Date > &dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator())
InflationTermStructure interface
Date baseDate () const
minimum (base) date
Date maxDate () const
the latest date for which the curve can return values
Inspectors
const std::vector< Date > & dates () const
const std::vector< Time > & times () const
const std::vector< Rate > & rates () const
std::vector< std::pair< Date, Rate > > nodes () const
Protected Member Functions
InterpolatedZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator())
ZeroInflationTermStructure Interface
Rate zeroRateImpl (Time t) const
to be defined in derived classes
Protected Attributes
std::vector< Date > dates_
std::vector< Time > times_
std::vector< Rate > data_
Interpolation interpolation_
Interpolator interpolator_
Detailed Description
template<class Interpolator> class QuantLib::InterpolatedZeroInflationCurve< Interpolator >
Inflation term structure based on the interpolation of zero rates.
Constructor & Destructor Documentation
InterpolatedZeroInflationCurve (const Date & referenceDate, const Calendar & calendar, const DayCounter & dayCounter, const Period & lag, Frequency frequency, Rate baseZeroRate, const Handle< YieldTermStructure > & yTS, const Interpolator & interpolator = Interpolator()) [protected]
Protected version for use when descendents don't want to (or can't) provide the points for interpolation on construction.
Member Function Documentation
Date baseDate () const [virtual]
minimum (base) date
Important in inflation since it starts before nominal reference date.
Implements InflationTermStructure.
Reimplemented in PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >.
Author
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