PiecewiseZeroInflationCurve (3) - Linux Manuals

PiecewiseZeroInflationCurve: Piecewise zero-inflation term structure.

NAME

QuantLib::PiecewiseZeroInflationCurve - Piecewise zero-inflation term structure.

SYNOPSIS


#include <ql/termstructures/inflation/piecewisezeroinflationcurve.hpp>

Inherits InterpolatedZeroInflationCurve< Interpolator >, and QuantLib::LazyObject.

Public Types


typedef Traits traits_type

typedef Interpolator interpolator_type

Public Member Functions

Constructors


PiecewiseZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, const Handle< YieldTermStructure > &nominalTS, const std::vector< boost::shared_ptr< typename Traits::helper > > &instruments, Real accuracy=1.0e-12, const Interpolator &i=Interpolator())

Inflation interface


Date baseDate () const
minimum (base) date
Date maxDate () const
the latest date for which the curve can return values

Inspectors


const std::vector< Time > & times () const

const std::vector< Date > & dates () const

const std::vector< Real > & data () const

std::vector< std::pair< Date, Real > > nodes () const

Observer interface


void update ()

Friends


class Bootstrap< this_curve >

class BootstrapError< this_curve >

Detailed Description

template<class Interpolator, template< class > class Bootstrap = IterativeBootstrap, class Traits = ZeroInflationTraits> class QuantLib::PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >

Piecewise zero-inflation term structure.

Member Function Documentation

Date baseDate () const [virtual]

minimum (base) date

Important in inflation since it starts before nominal reference date.

Reimplemented from InterpolatedZeroInflationCurve< Interpolator >.

void update () [virtual]

This method must be implemented in derived classes. An instance of Observer does not call this method directly: instead, it will be called by the observables the instance registered with when they need to notify any changes.

Reimplemented from LazyObject.

Author

Generated automatically by Doxygen for QuantLib from the source code.