YoYInflationTermStructure Class Reference
Base class for year-on-year inflation term structures. More...
#include <ql/termstructures/inflationtermstructure.hpp>
Inheritance diagram for YoYInflationTermStructure:

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 |
Detailed Description
Base class for year-on-year inflation term structures.Member Function Documentation
year-on-year inflation rate
- Note:
- this is not the year-on-year swap (YYIIS) rate.