InflationTermStructure Class Reference
#include <ql/termstructures/inflationtermstructure.hpp>
Inheritance diagram for InflationTermStructure:

Detailed Description
Interface for inflation term structures.
Public Member Functions | |
| virtual Date | maxDate () const =0 |
| the latest date for which the curve can return values | |
Constructors | |
| InflationTermStructure (const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter()) | |
| InflationTermStructure (const Date &referenceDate, const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const Calendar &calendar=Calendar(), const DayCounter &dayCounter=DayCounter()) | |
| InflationTermStructure (Natural settlementDays, const Calendar &calendar, const Period &lag, Frequency frequency, Rate baseRate, const Handle< YieldTermStructure > &yTS, const DayCounter &dayCounter=DayCounter()) | |
Inflation interface | |
| virtual Period | lag () const |
| virtual Frequency | frequency () const |
| virtual Rate | baseRate () const |
|
virtual Handle < YieldTermStructure > | nominalTermStructure () const |
| virtual Date | baseDate () const =0 |
| minimum (base) date | |
Protected Member Functions | |
| virtual void | setBaseRate (const Rate &r) |
| void | checkRange (const Date &, bool extrapolate) const |
| date-range check | |
| void | checkRange (Time t, bool extrapolate) const |
| time-range check | |
Protected Attributes | |
| Handle< YieldTermStructure > | nominalTermStructure_ |
| Period | lag_ |
| Frequency | frequency_ |
| Rate | baseRate_ |
Member Function Documentation
| virtual Date baseDate | ( | ) | const [pure virtual] |
minimum (base) date
Important in inflation since it starts before nominal reference date.
Implemented in InterpolatedYoYInflationCurve, InterpolatedZeroInflationCurve, PiecewiseYoYInflationCurve, and PiecewiseZeroInflationCurve.