YoYInflationTermStructure Class Reference

#include <ql/termstructures/inflationtermstructure.hpp>

Inheritance diagram for YoYInflationTermStructure:

List of all members.


Detailed Description

Base class for year-on-year inflation term structures.

Public Member Functions

Constructors
 YoYInflationTermStructure (const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseYoYRate, const Handle< YieldTermStructure > &yieldTS)
 YoYInflationTermStructure (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseYoYRate, const Handle< YieldTermStructure > &yieldTS)
 YoYInflationTermStructure (Natural settlementDays, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseYoYRate, const Handle< YieldTermStructure > &yieldTS)
Inspectors
Rate yoyRate (const Date &d, bool extrapolate=false) const
 year-on-year inflation rate
Rate yoyRate (Time time, bool extrapolate=false) const

Protected Member Functions

virtual Rate yoyRateImpl (Time time) const =0
 to be defined in derived classes

Member Function Documentation

Rate yoyRate ( const Date d,
bool  extrapolate = false 
) const

year-on-year inflation rate

Note:
this is not the year-on-year swap (YYIIS) rate.