InflationTermStructure Class Reference

#include <ql/termstructures/inflationtermstructure.hpp>

Inheritance diagram for InflationTermStructure:

List of all members.


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< YieldTermStructurenominalTermStructure_
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.