PiecewiseYoYInflationCurve Class Template Reference
#include <ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp>
Inheritance diagram for PiecewiseYoYInflationCurve:

Detailed Description
template<class Interpolator, template< class, class, class > class Bootstrap = IterativeBootstrap, class Traits = YoYInflationTraits>
class QuantLib::PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >
Piecewise year-on-year inflation term structure. Public Member Functions | |
PiecewiseYoYInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseYoYRate, 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< PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, Traits, Interpolator > |
class | BootstrapError< PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >, Traits, Interpolator > |
Member Function Documentation
Date baseDate | ( | ) | const [virtual] |
minimum (base) date
Important in inflation since it starts before nominal reference date.
Reimplemented from InterpolatedYoYInflationCurve.
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.