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

Detailed Description
template<class Interpolator>
class QuantLib::InterpolatedYoYInflationCurve< Interpolator >
Inflation term structure based on interpolated year-on-year rates.
- Note:
- The provided rates are not YY inflation-swap quotes.
Public Member Functions | |
| InterpolatedYoYInflationCurve (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 | |
| InterpolatedYoYInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, Rate baseYoYRate, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator()) | |
YoYInflationTermStructure interface | |
| Rate | yoyRateImpl (Time t) const |
| to be defined in derived classes | |
Protected Attributes | |
| std::vector< Date > | dates_ |
| std::vector< Time > | times_ |
| std::vector< Rate > | data_ |
| Interpolation | interpolation_ |
| Interpolator | interpolator_ |
Constructor & Destructor Documentation
| InterpolatedYoYInflationCurve | ( | const Date & | referenceDate, | |
| const Calendar & | calendar, | |||
| const DayCounter & | dayCounter, | |||
| const Period & | lag, | |||
| Frequency | frequency, | |||
| Rate | baseYoYRate, | |||
| 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 PiecewiseYoYInflationCurve.