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QuantLib_InterpolatedZeroInflationCurve
Langue: en
Version: 384006 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::InterpolatedZeroInflationCurve -Inflation term structure based on the interpolation of zero rates.
SYNOPSIS
#include <ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp>
Inherits QuantLib::ZeroInflationTermStructure, and QuantLib::InterpolatedCurve< Interpolator >.
Inherited by PiecewiseZeroInflationCurve< Interpolator, Bootstrap, Traits >.
Public Member Functions
InterpolatedZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, const Handle< YieldTermStructure > &yTS, const std::vector< Date > &dates, const std::vector< Rate > &rates, const Interpolator &interpolator=Interpolator())
InflationTermStructure interface
Date baseDate () const
Date maxDate () const
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
InterpolatedZeroInflationCurve (const Date &referenceDate, const Calendar &calendar, const DayCounter &dayCounter, const Period &lag, Frequency frequency, bool indexIsInterpolated, Rate baseZeroRate, const Handle< YieldTermStructure > &yTS, const Interpolator &interpolator=Interpolator())
ZeroInflationTermStructure Interface
Rate zeroRateImpl (Time t) const
Protected Attributes
std::vector< Date > dates_
Detailed Description
template<class Interpolator> class QuantLib::InterpolatedZeroInflationCurve< Interpolator >
Inflation term structure based on the interpolation of zero rates.Constructor & Destructor Documentation
InterpolatedZeroInflationCurve (const Date & referenceDate, const Calendar & calendar, const DayCounter & dayCounter, const Period & lag, Frequency frequency, bool indexIsInterpolated, Rate baseZeroRate, 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.
Author
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