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QuantLib_PiecewiseYoYInflationCurve

NAME

QuantLib::PiecewiseYoYInflationCurve -

Piecewise year-on-year inflation term structure.

SYNOPSIS

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

Inherits QuantLib::InterpolatedYoYInflationCurve< Interpolator >, and QuantLib::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

Date maxDate () const

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 >

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

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

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