QuantLib_PiecewiseYoYInflationCurve man page

PiecewiseYoYInflationCurve< Interpolator, Bootstrap, Traits > — Piecewise year-on-year inflation term structure.

Synopsis

#include <ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp>

Inherits InterpolatedYoYInflationCurve< Interpolator >, and LazyObject.

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 >

Additional Inherited Members

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< Interpolator >.

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.

Author

Generated automatically by Doxygen for QuantLib from the source code.

Referenced By

PiecewiseYoYInflationCurve(3) is an alias of QuantLib_PiecewiseYoYInflationCurve(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib