QuantLib_PiecewiseZeroInflationCurve (3) Linux Manual Page
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_typetypedef Interpolator interpolator_type
Public Member Functions
ConstructorsPiecewiseZeroInflationCurve (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) dateImportant 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.