PiecewiseYoYInflationCurve Class Template Reference

Piecewise year-on-year inflation term structure. More...

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

Inheritance diagram for PiecewiseYoYInflationCurve:

List of all members.

Public Types

typedef Traits traits_type
typedef Interpolator interpolator_type

Public Member Functions

Constructors
 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< this_curve >
class BootstrapError< this_curve >


Detailed Description

template<class Interpolator, template< class > class Bootstrap = IterativeBootstrap, class Traits = YoYInflationTraits>
class QuantLib::PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits >

Piecewise year-on-year inflation term structure.

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.