nominalTermStructure_ (3) Linux Manual Page

QuantLib::InflationTermStructure – Interface for inflation term structures.

Synopsis

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

Inherits QuantLib::TermStructure. Inherited by YoYInflationTermStructure, and ZeroInflationTermStructure.

Public Member Functions

Constructors

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

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) date

Important 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 >.

Author

Generated automatically by Doxygen for QuantLib from the source code.