InterpolatedZeroInflationCurve Class Template Reference

Inflation term structure based on the interpolation of zero rates. More...

#include <ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp>

Inheritance diagram for InterpolatedZeroInflationCurve:

List of all members.

Public Member Functions

 InterpolatedZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, const Handle< YieldTermStructure > &yTS, const std::vector< Date > &dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator())
InflationTermStructure interface
Date baseDate () const
 minimum (base) date
Date maxDate () const
 the latest date for which the curve can return values
Inspectors
const std::vector< Date > & dates () const
const std::vector< Time > & times () const
const std::vector< Rate > & rates () const
std::vector< std::pair< Date,
Rate > > 
nodes () const

Protected Member Functions

 InterpolatedZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator())
ZeroInflationTermStructure Interface
Rate zeroRateImpl (Time t) const
 to be defined in derived classes

Protected Attributes

std::vector< Datedates_
std::vector< Time > times_
std::vector< Rate > data_
Interpolation interpolation_
Interpolator interpolator_


Detailed Description

template<class Interpolator>
class QuantLib::InterpolatedZeroInflationCurve< Interpolator >

Inflation term structure based on the interpolation of zero rates.


Constructor & Destructor Documentation

InterpolatedZeroInflationCurve ( const Date referenceDate,
const Calendar calendar,
const DayCounter dayCounter,
const Period lag,
Frequency  frequency,
Rate  baseZeroRate,
const Handle< YieldTermStructure > &  yTS,
const Interpolator &  interpolator = Interpolator() 
) [protected]

Protected version for use when descendents don't want to (or can't) provide the points for interpolation on construction.


Member Function Documentation

Date baseDate (  )  const [virtual]

minimum (base) date

Important in inflation since it starts before nominal reference date.

Implements InflationTermStructure.

Reimplemented in PiecewiseZeroInflationCurve.