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.