# lag_ (3) - Linux Manuals

## lag_: Abstract base class for inflation swaps.

## NAME

QuantLib::InflationSwap - Abstract base class for inflation swaps.

## SYNOPSIS

#include <ql/instruments/inflationswap.hpp>

Inherits **QuantLib::Instrument**.

Inherited by **YearOnYearInflationSwap**, and **ZeroCouponInflationSwap**.

### Public Member Functions

**InflationSwap** (const **Date** &start, const **Date** &maturity, const **Period** &lag, const **Calendar** &calendar, **BusinessDayConvention** convention, const **DayCounter** &dayCounter, const **Handle**< **YieldTermStructure** > &yieldTS)

*the constructor sets common data members *

virtual **Rate** **fairRate** () const =0

**Inspectors**

**Date** **baseDate** () const

**Period** **lag** () const

**Date** **startDate** () const

**Date** **maturityDate** () const

**Calendar** **calendar** () const

**BusinessDayConvention** **businessDayConvention** () const

**DayCounter** **dayCounter** () const

### Protected Attributes

**Date** **start_**

**Date** **maturity_**

**Period** **lag_**

**Calendar** **calendar_**

**BusinessDayConvention** **bdc_**

**DayCounter** **dayCounter_**

**Handle**< **YieldTermStructure** > **yieldTS_**

**Date** **baseDate_**

## Detailed Description

Abstract base class for inflation swaps.

Inflation swaps need two term structures: a yield curve, and an inflation term structure (either zero-based, i.e., the rate $ r(t) $ equals $ I(t)/I(t_0) - 1 $ where $ I $ if the index and $ t_0 $ is the base time, or year-on-year, i.e., $ r(t) = I(t)/I(t_p) - 1 $ where the previous time $ t_p $ is defined as $ t $ minus one year.)

## Member Function Documentation

**Date** baseDate () const

The inflation rate is taken relative to the base date, which is a lag period before the start date of the swap.

## Author

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