baseRate_ (3) Linux Manual Page
QuantLib::InflationTermStructure – Interface for inflation term structures.
Synopsis
#include <ql/termstructures/inflationtermstructure.hpp>Inherits QuantLib::TermStructure.
Inherited by YoYInflationTermStructure, and ZeroInflationTermStructure.
Public Member Functions
ConstructorsInflationTermStructure (const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter())
InflationTermStructure (const Date &referenceDate, const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter())
InflationTermStructure (Natural settlementDays, const Calendar &calendar, const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter())
Inflation interface
virtual Period lag () const
virtual Frequency frequency () const
virtual Rate baseRate () const
virtual Handle< YieldTermStructure > nominalTermStructure () const
virtual Date baseDate () const =0
minimum (base) date
Protected Member Functions
virtual void setBaseRate (const Rate &r) void checkRange (const Date &, bool extrapolate) const
date-range check
void checkRange (Time t, bool extrapolate) const
time-range check
Protected Attributes
Handle< YieldTermStructure > nominalTermStructure_Period lag_
Frequency frequency_
Rate baseRate_
Detailed Description
Interface for inflation term structures.Member Function Documentation
virtual Date baseDate () const [pure virtual]
minimum (base) dateImportant in inflation since it starts before nominal reference date.
Implemented in InterpolatedYoYInflationCurve< Interpolator >, InterpolatedZeroInflationCurve< Interpolator >, PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >, InterpolatedYoYInflationCurve< Interpolator >, and InterpolatedZeroInflationCurve< Interpolator >.