PiecewiseYoYInflationCurve Class Template Reference
Piecewise year-on-year inflation term structure. More...
#include <ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp>

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, bool indexIsInterpolated, 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. Changes depending whether index is interpolated or not. When interpolated the base date is just observation lag before nominal. When not interpolated it is the beginning of the relevant period (hence it is easy to create interpolated fixings from a not-interpolated curve because interpolation, usually, of fixings is forward looking).
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.