# QuantLib_ZeroInflationTermStructure man page

ZeroInflationTermStructure — Interface for zero inflation term structures.

## Synopsis

`#include <ql/termstructures/inflationtermstructure.hpp>`

Inherits **InflationTermStructure**.

Inherited by **InterpolatedZeroInflationCurve< Interpolator >**.

### Public Member Functions

**Constructors**

**ZeroInflationTermStructure** (const **DayCounter** &**dayCounter**, **Rate** baseZeroRate, const **Period** &lag, **Frequency** frequency, bool indexIsInterpolated, const **Handle**< **YieldTermStructure** > &yTS, const boost::shared_ptr< **Seasonality** > &seasonality=boost::shared_ptr< **Seasonality** >())**ZeroInflationTermStructure** (const **Date** &**referenceDate**, const **Calendar** &**calendar**, const **DayCounter** &**dayCounter**, **Rate** baseZeroRate, const **Period** &lag, **Frequency** frequency, const bool indexIsInterpolated, const **Handle**< **YieldTermStructure** > &yTS, const boost::shared_ptr< **Seasonality** > &seasonality=boost::shared_ptr< **Seasonality** >())**ZeroInflationTermStructure** (**Natural settlementDays**, const **Calendar** &**calendar**, const **DayCounter** &**dayCounter**, **Rate** baseZeroRate, const **Period** &lag, **Frequency** frequency, bool indexIsInterpolated, const **Handle**< **YieldTermStructure** > &yTS, const boost::shared_ptr< **Seasonality** > &seasonality=boost::shared_ptr< **Seasonality** >())

**Inspectors**

**Rate zeroRate** (const **Date** &d, const **Period** &instObsLag=**Period**(-1, Days), bool forceLinearInterpolation=false, bool extrapolate=false) const

zero-coupon inflation rate. **Rate zeroRate** (**Time** t, bool extrapolate=false) const

zero-coupon inflation rate.

### Protected Member Functions

virtual **Rate zeroRateImpl** (**Time** t) const =0

to be defined in derived classes

### Additional Inherited Members

## Detailed Description

Interface for zero inflation term structures.

## Member Function Documentation

### Rate zeroRate (const Date & d, const Period & instObsLag = Period(-1, Days), bool forceLinearInterpolation = false, bool extrapolate = false) const

zero-coupon inflation rate. Essentially the fair rate for a zero-coupon inflation swap (by definition), i.e. the zero term structure uses yearly compounding, which is assumed for ZCIIS instrument quotes.

**Note:**by default you get the same as lag and interpolation as the term structure. If you want to get predictions of RPI/CPI/etc then use an index.

### Rate zeroRate (Time t, bool extrapolate = false) const

zero-coupon inflation rate.

**Warning**Since inflation is highly linked to dates (lags, interpolation, months for seasonality, etc) this method cannot account for all effects. If you call it, You'll have to manage lag, seasonality etc. yourself.

## Author

Generated automatically by Doxygen for QuantLib from the source code.

## Referenced By

ZeroInflationTermStructure(3) is an alias of QuantLib_ZeroInflationTermStructure(3).